+377.3%
CSCO vs IRM
+418.7%
-41.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.5% |
| 7D | 0.0% | +3.0% | -3.0% | -1.0% |
| 30D | -10.7% | -5.2% | -5.5% | -9.4% |
| 3M | -8.7% | -8.0% | -0.7% | -6.7% |
| 6M | +44.9% | +9.2% | +35.7% | +40.4% |
| YTD | +44.1% | +41.0% | +3.1% | +28.1% |
| 1Y | +65.9% | +23.3% | +42.6% | +52.9% |
| 3Y | +109.0% | +102.8% | +6.2% | +57.8% |
| 5Y | +114.8% | +192.8% | -78.0% | +40.0% |
| 10Y | +377.3% | +439.6% | -62.3% | +141.5% |
| All | +377.3% | +418.7% | -41.4% | +141.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling