+220,352.3%
CSCO vs IP
+423.7%
+219,928.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.2% |
| 7D | -0.7% | -5.3% | +4.6% | +1.1% |
| 30D | -10.1% | -10.9% | +0.7% | -6.7% |
| 3M | -15.7% | +11.2% | -26.9% | -19.6% |
| 6M | +36.3% | -10.2% | +46.5% | +38.2% |
| YTD | +43.8% | -2.0% | +45.8% | +40.5% |
| 1Y | +63.9% | -19.1% | +83.0% | +69.6% |
| 3Y | +104.4% | +20.9% | +83.5% | +75.3% |
| 5Y | +111.4% | -17.8% | +129.2% | +105.4% |
| 10Y | +361.7% | +23.5% | +338.2% | +266.8% |
| All | +220,352.3% | +423.7% | +219,928.5% | +66,200.3% |
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 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