+335.7%
CSCO vs IVZ
+40.3%
+295.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | +6.6% | +5.1% | +1.4% | +5.0% |
| 30D | -11.3% | -1.6% | -9.8% | -11.0% |
| 3M | -17.3% | -9.1% | -8.2% | -15.1% |
| 6M | +3.5% | +1.8% | +1.7% | +2.3% |
| YTD | +34.9% | +10.8% | +24.0% | +28.8% |
| 1Y | +40.5% | +19.1% | +21.4% | +30.9% |
| 3Y | +109.3% | +144.4% | -35.2% | +50.0% |
| 5Y | +105.9% | +33.6% | +72.3% | +73.9% |
| All | +335.7% | +40.3% | +295.3% | +239.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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