+89.3%
CSCO vs IVV
+75.5%
+13.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.3% |
| 7D | -10.2% | -2.7% | -7.5% | -7.7% |
| 30D | -20.1% | -5.4% | -14.7% | -15.7% |
| 3M | -22.4% | -4.1% | -18.3% | -19.1% |
| 6M | +2.8% | +0.7% | +2.1% | +2.9% |
| YTD | +23.6% | +8.7% | +14.9% | +16.1% |
| 1Y | +34.0% | +11.0% | +23.1% | +23.7% |
| 3Y | +89.3% | +75.4% | +13.8% | +15.3% |
| All | +89.3% | +75.5% | +13.8% | +15.3% |
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