+91.6%
CSCO vs IP
-12.5%
+104.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.0% | -3.7% | -6.9% |
| 7D | -11.9% | -5.0% | -6.9% | -11.1% |
| 30D | -18.8% | +6.5% | -25.4% | -19.9% |
| 3M | -21.2% | -18.0% | -3.2% | -18.5% |
| 6M | +1.9% | +10.3% | -8.4% | -1.1% |
| YTD | +26.1% | -9.9% | +36.0% | +26.8% |
| 1Y | +34.7% | -1.1% | +35.8% | +32.3% |
| 3Y | +94.0% | +13.0% | +81.0% | +74.0% |
| 5Y | +91.6% | -12.3% | +103.9% | +90.6% |
| All | +91.6% | -12.5% | +104.1% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling