+101.3%
CSCO vs IVV
+78.8%
+22.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.2% |
| 7D | -4.7% | -0.6% | -4.1% | -3.9% |
| 30D | -17.1% | -3.7% | -13.4% | -14.0% |
| 3M | -19.6% | -2.7% | -16.9% | -17.3% |
| 6M | +2.4% | +2.2% | +0.2% | +1.1% |
| YTD | +29.8% | +10.9% | +18.9% | +19.7% |
| 1Y | +38.7% | +11.3% | +27.4% | +27.5% |
| 3Y | +101.3% | +76.9% | +24.5% | +22.5% |
| All | +101.3% | +78.8% | +22.6% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling