+108.5%
CSCO vs IVZ
+140.4%
-31.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.5% |
| 7D | -0.5% | +1.1% | -1.6% | -0.8% |
| 30D | -10.1% | +3.1% | -13.2% | -10.8% |
| 3M | -11.7% | +18.2% | -29.9% | -15.3% |
| 6M | +40.1% | +38.6% | +1.5% | +29.1% |
| YTD | +43.8% | +25.9% | +17.9% | +34.9% |
| 1Y | +66.6% | +51.7% | +14.9% | +48.8% |
| 3Y | +108.5% | +138.7% | -30.1% | +60.1% |
| All | +108.5% | +140.4% | -31.9% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling