+321.5%
CSCO vs IWD
+212.1%
+109.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.1% | +3.2% |
| 7D | -2.9% | +1.3% | -4.2% | -3.9% |
| 30D | -16.7% | +3.6% | -20.3% | -19.4% |
| 3M | -18.4% | +2.3% | -20.8% | -20.2% |
| 6M | +2.9% | +13.0% | -10.1% | -8.5% |
| YTD | +30.4% | +26.2% | +4.3% | +4.4% |
| 1Y | +41.4% | +30.5% | +10.9% | +9.5% |
| 3Y | +104.7% | +86.2% | +18.5% | +12.2% |
| 5Y | +96.9% | +72.9% | +24.1% | +15.8% |
| 10Y | +321.5% | +205.0% | +116.4% | +47.9% |
| All | +321.5% | +212.1% | +109.4% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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