+304.8%
CSCO vs IWD
+207.5%
+97.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.6% |
| 7D | -10.2% | -0.5% | -9.7% | -9.7% |
| 30D | -20.1% | +2.7% | -22.7% | -22.0% |
| 3M | -22.4% | +0.9% | -23.2% | -23.0% |
| 6M | +2.8% | +10.5% | -7.8% | -6.6% |
| YTD | +23.6% | +23.7% | -0.1% | +0.8% |
| 1Y | +34.0% | +28.7% | +5.3% | +5.1% |
| 3Y | +89.3% | +79.7% | +9.5% | +7.4% |
| 5Y | +87.9% | +69.7% | +18.2% | +12.4% |
| All | +304.8% | +207.5% | +97.3% | +44.5% |
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