+45.9%
CSCO vs IWF
-1.6%
+47.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.3% |
| 7D | -6.1% | -4.2% | -1.9% | -2.9% |
| 30D | -8.2% | -8.1% | 0.0% | -2.0% |
| 3M | -14.6% | -5.1% | -9.5% | -11.1% |
| 6M | +12.7% | -1.4% | +14.1% | +15.0% |
| YTD | +37.0% | -0.1% | +37.1% | +39.1% |
| 1Y | +45.9% | -1.3% | +47.2% | +48.5% |
| All | +45.9% | -1.6% | +47.5% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling