+34.6%
CSCO vs IRE
-97.2%
+131.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +39.6% | -41.5% | -3.5% |
| 7D | -10.2% | -27.2% | +17.0% | -9.7% |
| 30D | -20.1% | -75.1% | +55.1% | -17.0% |
| 3M | -22.4% | -77.9% | +55.5% | -19.6% |
| 6M | +2.8% | -94.6% | +97.4% | +9.4% |
| YTD | +23.6% | -91.5% | +115.2% | +29.4% |
| 1Y | +34.0% | -97.8% | +131.9% | +37.9% |
| All | +34.6% | -97.2% | +131.9% | +39.6% |
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 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