+43.1%
CSCO vs IVZ
+25.0%
+18.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.8% |
| 7D | -2.8% | -2.8% | 0.0% | -2.2% |
| 30D | -12.6% | -2.2% | -10.5% | -12.3% |
| 3M | -16.0% | -8.1% | -7.9% | -14.8% |
| 6M | +2.8% | +3.8% | -0.9% | +2.2% |
| YTD | +33.2% | +11.5% | +21.8% | +30.1% |
| 1Y | +43.1% | +23.7% | +19.4% | +40.5% |
| All | +43.1% | +25.0% | +18.2% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling