+362.3%
CSCO vs IVV
+315.6%
+46.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.9% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -10.1% | +0.1% | -10.2% | -10.3% |
| 3M | -15.7% | +2.0% | -17.7% | -17.2% |
| 6M | +36.3% | +13.0% | +23.2% | +21.1% |
| YTD | +43.8% | +13.6% | +30.2% | +27.5% |
| 1Y | +63.9% | +20.1% | +43.9% | +37.6% |
| 3Y | +104.4% | +77.6% | +26.7% | +16.4% |
| 5Y | +111.4% | +82.5% | +28.9% | +16.2% |
| All | +362.3% | +315.6% | +46.7% | +5.9% |
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