+63.9%
CSCO vs IRM
+34.4%
+29.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.3% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | -10.1% | -8.1% | -2.0% | -9.1% |
| 3M | -15.7% | -9.7% | -6.0% | -14.8% |
| 6M | +36.3% | +10.0% | +26.3% | +36.5% |
| YTD | +43.8% | +43.0% | +0.8% | +43.6% |
| 1Y | +63.9% | +32.7% | +31.3% | +61.6% |
| All | +63.9% | +34.4% | +29.5% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling