+106.4%
CSCO vs IP
+21.5%
+84.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.3% |
| 7D | -0.7% | -5.3% | +4.6% | -0.1% |
| 30D | -10.1% | -10.9% | +0.7% | -9.0% |
| 3M | -15.7% | +11.2% | -26.9% | -17.0% |
| 6M | +36.3% | -10.2% | +46.5% | +37.9% |
| YTD | +43.8% | -2.0% | +45.8% | +43.5% |
| 1Y | +63.9% | -19.1% | +83.0% | +68.2% |
| All | +106.4% | +21.5% | +84.9% | +96.3% |
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