+4,213.7%
CSCO vs IVZ
+963.1%
+3,250.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -4.7% | +2.2% | -6.8% | -5.3% |
| 30D | -17.1% | -2.2% | -14.9% | -16.5% |
| 3M | -19.6% | -8.4% | -11.2% | -17.3% |
| 6M | +2.4% | +6.2% | -3.8% | -0.5% |
| YTD | +29.8% | +12.4% | +17.4% | +22.4% |
| 1Y | +38.7% | +26.0% | +12.7% | +25.3% |
| 3Y | +101.3% | +147.9% | -46.5% | +37.7% |
| 5Y | +94.8% | +38.8% | +56.1% | +58.0% |
| 10Y | +324.2% | +44.6% | +279.6% | +202.4% |
| All | +4,213.7% | +963.1% | +3,250.5% | +1,370.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling