+56.7%
CSCO vs IRE
-84.4%
+141.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.0% | -13.4% | +0.1% |
| 7D | -0.7% | +54.8% | -55.4% | -2.2% |
| 30D | -10.1% | +18.4% | -28.5% | -11.0% |
| 3M | -15.7% | -66.7% | +51.0% | -14.2% |
| 6M | +36.3% | -52.3% | +88.6% | +35.8% |
| YTD | +43.8% | -52.3% | +96.1% | +43.6% |
| All | +56.7% | -84.4% | +141.1% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling