+41.4%
CSCO vs IRE
-97.7%
+139.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -15.8% | +15.3% | +0.1% |
| 7D | -4.7% | -41.9% | +37.2% | -3.3% |
| 30D | -17.1% | -75.1% | +58.0% | -13.8% |
| 3M | -19.6% | -82.4% | +62.8% | -16.0% |
| 6M | +2.4% | -95.5% | +97.9% | +9.8% |
| YTD | +29.8% | -93.1% | +122.8% | +36.8% |
| 1Y | +38.7% | -97.8% | +136.5% | +44.2% |
| All | +41.4% | -97.7% | +139.1% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling