+166.4%
CSCO vs IWD
+728.9%
-562.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.2% |
| 3M | -22.4% | +0.9% | -23.2% | -23.1% |
| 6M | +2.8% | +10.5% | -7.8% | -7.5% |
| YTD | +23.6% | +23.7% | -0.1% | -1.1% |
| 1Y | +34.0% | +28.7% | +5.3% | +2.7% |
| 3Y | +89.3% | +79.7% | +9.5% | +1.7% |
| 5Y | +87.9% | +69.7% | +18.2% | +6.7% |
| 10Y | +314.9% | +211.4% | +103.5% | +21.0% |
| All | +166.4% | +728.9% | -562.5% | -74.8% |
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