+4,680.8%
CSCO vs IVZ
+1,117.8%
+3,563.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | -0.7% | +0.6% | -1.3% | -0.9% |
| 30D | -10.1% | +4.0% | -14.1% | -11.5% |
| 3M | -15.7% | +18.2% | -33.9% | -20.9% |
| 6M | +36.3% | +32.8% | +3.4% | +22.0% |
| YTD | +43.8% | +28.7% | +15.1% | +29.5% |
| 1Y | +63.9% | +55.4% | +8.6% | +37.5% |
| 3Y | +104.4% | +135.2% | -30.9% | +42.2% |
| 5Y | +111.4% | +64.2% | +47.2% | +60.8% |
| 10Y | +361.7% | +64.6% | +297.1% | +214.0% |
| All | +4,680.8% | +1,117.8% | +3,563.0% | +1,454.5% |
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 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