+359.9%
CSCO vs IWF
+418.7%
-58.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.1% |
| 7D | -1.1% | -1.7% | +0.6% | +0.2% |
| 30D | -10.8% | -1.8% | -8.9% | -9.6% |
| 3M | -9.2% | +1.5% | -10.7% | -10.4% |
| 6M | +39.5% | +7.7% | +31.8% | +31.5% |
| YTD | +41.5% | +2.7% | +38.8% | +38.4% |
| 1Y | +61.0% | +6.8% | +54.2% | +52.4% |
| 3Y | +105.2% | +76.9% | +28.3% | +27.8% |
| 5Y | +113.4% | +73.4% | +40.0% | +32.2% |
| All | +359.9% | +418.7% | -58.8% | -2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling