+330.5%
CSCO vs IVV
+314.2%
+16.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +1.4% |
| 7D | -2.8% | -0.9% | -1.8% | -1.7% |
| 30D | -12.6% | -2.3% | -10.3% | -10.4% |
| 3M | -16.0% | -1.2% | -14.9% | -14.8% |
| 6M | +2.8% | +3.3% | -0.5% | +0.2% |
| YTD | +33.2% | +12.3% | +20.9% | +19.9% |
| 1Y | +43.1% | +12.5% | +30.6% | +28.5% |
| 3Y | +106.7% | +79.2% | +27.5% | +17.3% |
| 5Y | +103.6% | +75.6% | +27.9% | +16.9% |
| 10Y | +330.5% | +313.4% | +17.1% | -0.6% |
| All | +330.5% | +314.2% | +16.3% | -0.6% |
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