+377.3%
CSCO vs IVZ
+60.3%
+317.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | 0.0% | +1.2% | -1.2% | -0.4% |
| 30D | -10.7% | +1.8% | -12.5% | -11.3% |
| 3M | -8.7% | +15.7% | -24.5% | -13.1% |
| 6M | +44.9% | +36.3% | +8.6% | +30.7% |
| YTD | +44.1% | +24.9% | +19.2% | +32.8% |
| 1Y | +65.9% | +48.9% | +16.9% | +44.2% |
| 3Y | +109.0% | +136.8% | -27.8% | +51.6% |
| 5Y | +114.8% | +60.0% | +54.8% | +70.8% |
| 10Y | +377.3% | +63.4% | +314.0% | +251.7% |
| All | +377.3% | +60.3% | +317.0% | +251.7% |
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