+330.5%
CSCO vs IWF
+392.3%
-61.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.4% | +0.9% |
| 7D | -2.8% | -1.1% | -1.7% | -1.8% |
| 30D | -12.6% | -8.3% | -4.4% | -6.5% |
| 3M | -16.0% | -5.6% | -10.4% | -12.1% |
| 6M | +2.8% | -5.4% | +8.3% | +7.5% |
| YTD | +33.2% | -1.2% | +34.4% | +34.5% |
| 1Y | +43.1% | -2.7% | +45.8% | +46.0% |
| 3Y | +106.7% | +67.8% | +38.9% | +34.7% |
| 5Y | +103.6% | +60.1% | +43.5% | +35.7% |
| 10Y | +330.5% | +392.2% | -61.7% | -2.2% |
| All | +330.5% | +392.3% | -61.8% | -2.2% |
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