+324.2%
CSCO vs IWD
+203.8%
+120.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.7% | +1.6% | -6.3% | -6.0% |
| 30D | -17.1% | +3.6% | -20.7% | -19.8% |
| 3M | -19.6% | +2.0% | -21.7% | -21.1% |
| 6M | +2.4% | +13.1% | -10.6% | -9.0% |
| YTD | +29.8% | +26.2% | +3.6% | +3.9% |
| 1Y | +38.7% | +29.6% | +9.1% | +8.1% |
| 3Y | +101.3% | +84.3% | +17.0% | +11.5% |
| 5Y | +94.8% | +73.4% | +21.4% | +14.2% |
| 10Y | +324.2% | +202.5% | +121.8% | +47.1% |
| All | +324.2% | +203.8% | +120.4% | +47.1% |
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