+193,139.0%
CSCO vs IP
+381.5%
+192,757.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.0% | -3.7% | -6.3% |
| 7D | -11.9% | -5.0% | -6.9% | -10.3% |
| 30D | -18.8% | +6.5% | -25.4% | -20.8% |
| 3M | -21.2% | -18.0% | -3.2% | -16.2% |
| 6M | +1.9% | +10.3% | -8.4% | -3.5% |
| YTD | +26.1% | -9.9% | +36.0% | +26.2% |
| 1Y | +34.7% | -1.1% | +35.8% | +29.9% |
| 3Y | +94.0% | +13.0% | +81.0% | +69.7% |
| 5Y | +91.6% | -12.3% | +103.9% | +80.8% |
| 10Y | +323.2% | +26.8% | +296.3% | +231.4% |
| All | +193,139.0% | +381.5% | +192,757.4% | +59,429.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling