+321.5%
CSCO vs IVV
+317.7%
+3.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.4% | +2.8% | +2.8% |
| 7D | -2.9% | +0.1% | -3.0% | -2.8% |
| 30D | -16.7% | -3.3% | -13.4% | -13.7% |
| 3M | -18.4% | -2.4% | -16.1% | -16.3% |
| 6M | +2.9% | +2.6% | +0.3% | +0.9% |
| YTD | +30.4% | +11.3% | +19.1% | +18.4% |
| 1Y | +41.4% | +13.4% | +27.9% | +25.9% |
| 3Y | +104.7% | +80.3% | +24.4% | +15.4% |
| 5Y | +96.9% | +72.7% | +24.2% | +15.0% |
| 10Y | +321.5% | +309.6% | +11.8% | -0.8% |
| All | +321.5% | +317.7% | +3.8% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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