+308.5%
CSCO vs IRM
+520.0%
-211.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.5% | -6.0% |
| 7D | +1.9% | +6.8% | -4.9% | -0.2% |
| 30D | -15.8% | +2.6% | -18.4% | -16.5% |
| 3M | -15.4% | -9.5% | -5.9% | -12.8% |
| 6M | -5.4% | -8.5% | +3.1% | -3.0% |
| YTD | +26.5% | +40.3% | -13.8% | +12.5% |
| 1Y | +25.9% | +28.7% | -2.8% | +15.0% |
| 3Y | +97.5% | +111.8% | -14.3% | +46.6% |
| 5Y | +93.0% | +189.1% | -96.1% | +25.8% |
| All | +308.5% | +520.0% | -211.5% | +99.6% |
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 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