+304.8%
CSCO vs IVV
+309.7%
-4.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.3% |
| 7D | -10.2% | -2.7% | -7.5% | -7.6% |
| 30D | -20.1% | -5.4% | -14.7% | -15.5% |
| 3M | -22.4% | -4.1% | -18.3% | -19.0% |
| 6M | +2.8% | +0.7% | +2.1% | +2.6% |
| YTD | +23.6% | +8.7% | +14.9% | +14.7% |
| 1Y | +34.0% | +11.0% | +23.1% | +21.9% |
| 3Y | +89.3% | +75.4% | +13.8% | +9.5% |
| 5Y | +87.9% | +68.3% | +19.5% | +12.4% |
| All | +304.8% | +309.7% | -4.9% | -3.0% |
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