+362.3%
CSCO vs IWD
+198.0%
+164.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.2% |
| 7D | -0.7% | -0.3% | -0.4% | -0.4% |
| 30D | -10.1% | +0.6% | -10.7% | -10.7% |
| 3M | -15.7% | +7.2% | -22.9% | -21.3% |
| 6M | +36.3% | +16.2% | +20.1% | +17.8% |
| YTD | +43.8% | +23.3% | +20.5% | +17.5% |
| 1Y | +63.9% | +29.6% | +34.4% | +27.6% |
| 3Y | +104.4% | +70.5% | +33.9% | +21.8% |
| 5Y | +111.4% | +73.5% | +37.9% | +23.6% |
| All | +362.3% | +198.0% | +164.2% | +62.7% |
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