+43.1%
CSCO vs IVV
+13.0%
+30.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +1.1% |
| 7D | -2.8% | -0.9% | -1.8% | -1.5% |
| 30D | -12.6% | -2.3% | -10.3% | -10.0% |
| 3M | -16.0% | -1.2% | -14.9% | -14.7% |
| 6M | +2.8% | +3.3% | -0.5% | +0.1% |
| YTD | +33.2% | +12.3% | +20.9% | +22.1% |
| 1Y | +43.1% | +12.5% | +30.6% | +31.0% |
| All | +43.1% | +13.0% | +30.1% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling