+96.9%
CSCO vs IRM
+185.3%
-88.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.1% | +1.0% | +3.9% |
| 7D | -2.9% | -3.8% | +0.8% | -1.8% |
| 30D | -16.7% | -3.2% | -13.5% | -15.9% |
| 3M | -18.4% | -7.8% | -10.7% | -16.7% |
| 6M | +2.9% | -12.7% | +15.6% | +6.6% |
| YTD | +30.4% | +36.7% | -6.3% | +18.9% |
| 1Y | +41.4% | +10.0% | +31.3% | +36.7% |
| 3Y | +104.7% | +107.2% | -2.6% | +53.6% |
| 5Y | +96.9% | +181.6% | -84.6% | +30.1% |
| All | +96.9% | +185.3% | -88.4% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling