+97.5%
CSCO vs IR
+25.2%
+72.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -6.0% | -6.2% |
| 7D | +1.9% | +2.5% | -0.6% | +1.3% |
| 30D | -15.8% | +9.2% | -25.0% | -17.6% |
| 3M | -15.4% | +0.9% | -16.3% | -15.7% |
| 6M | -5.4% | +19.2% | -24.6% | -9.7% |
| YTD | +26.5% | +7.5% | +19.0% | +23.3% |
| 1Y | +25.9% | +11.7% | +14.2% | +21.3% |
| 3Y | +97.5% | +23.9% | +73.6% | +82.0% |
| All | +97.5% | +25.2% | +72.3% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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