+104.7%
CSCO vs IRM
+104.5%
+0.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.1% | +1.0% | +4.1% |
| 7D | -2.9% | -3.8% | +0.8% | -1.9% |
| 30D | -16.7% | -3.2% | -13.5% | -16.0% |
| 3M | -18.4% | -7.8% | -10.7% | -17.0% |
| 6M | +2.9% | -12.7% | +15.6% | +5.8% |
| YTD | +30.4% | +36.7% | -6.3% | +22.6% |
| 1Y | +41.4% | +10.0% | +31.3% | +38.8% |
| 3Y | +104.7% | +107.2% | -2.6% | +60.0% |
| All | +104.7% | +104.5% | +0.2% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling