+210.0%
CSCO vs IWD
+726.5%
-516.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.3% |
| 7D | -0.7% | -0.3% | -0.4% | -0.4% |
| 30D | -10.1% | +0.6% | -10.7% | -10.8% |
| 3M | -15.7% | +7.2% | -22.9% | -21.8% |
| 6M | +36.3% | +16.2% | +20.1% | +16.2% |
| YTD | +43.8% | +23.3% | +20.5% | +15.3% |
| 1Y | +63.9% | +29.6% | +34.4% | +24.6% |
| 3Y | +104.4% | +70.5% | +33.9% | +15.8% |
| 5Y | +111.4% | +73.5% | +37.9% | +17.0% |
| 10Y | +361.7% | +198.3% | +163.4% | +40.9% |
| All | +210.0% | +726.5% | -516.5% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling