+324.2%
CSCO vs IRM
+481.3%
-157.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -4.7% | -5.1% | +0.4% | -3.1% |
| 30D | -17.1% | -3.3% | -13.8% | -16.2% |
| 3M | -19.6% | -8.2% | -11.5% | -17.6% |
| 6M | +2.4% | -12.8% | +15.2% | +6.6% |
| YTD | +29.8% | +36.6% | -6.8% | +16.4% |
| 1Y | +38.7% | +11.9% | +26.8% | +32.1% |
| 3Y | +101.3% | +105.1% | -3.8% | +50.9% |
| 5Y | +94.8% | +182.4% | -87.6% | +27.9% |
| 10Y | +324.2% | +505.1% | -180.9% | +107.2% |
| All | +324.2% | +481.3% | -157.1% | +107.2% |
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