+42.1%
CSCO vs IRE
-97.3%
+139.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.5% | +7.6% | +5.2% |
| 7D | -2.9% | -15.5% | +12.6% | -2.9% |
| 30D | -16.7% | -70.4% | +53.7% | -13.9% |
| 3M | -18.4% | -81.6% | +63.2% | -15.0% |
| 6M | +2.9% | -94.7% | +97.6% | +9.7% |
| YTD | +30.4% | -91.8% | +122.2% | +36.7% |
| 1Y | +41.4% | -97.6% | +138.9% | +46.0% |
| All | +42.1% | -97.3% | +139.4% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling