+93.0%
CSCO vs IP
+12.9%
+80.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.0% | -3.7% | -7.2% |
| 7D | -11.9% | -5.0% | -6.9% | -11.4% |
| 30D | -18.8% | +6.5% | -25.4% | -19.4% |
| 3M | -21.2% | -18.0% | -3.2% | -19.5% |
| 6M | +1.9% | +10.3% | -8.4% | +0.2% |
| YTD | +26.1% | -9.9% | +36.0% | +26.9% |
| 1Y | +34.7% | -1.1% | +35.8% | +33.6% |
| All | +93.0% | +12.9% | +80.1% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling