+37.7%
CSCO vs IRE
-98.1%
+135.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -14.4% | +8.1% | -5.7% |
| 7D | +1.9% | -31.8% | +33.7% | +3.3% |
| 30D | -15.8% | -71.8% | +55.9% | -12.8% |
| 3M | -15.4% | -88.9% | +73.5% | -10.1% |
| 6M | -5.4% | -95.4% | +90.0% | +1.7% |
| YTD | +26.5% | -94.2% | +120.7% | +34.2% |
| 1Y | +25.9% | -97.1% | +123.0% | +32.7% |
| All | +37.7% | -98.1% | +135.9% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling