+61.0%
CSCO vs IWF
+6.4%
+54.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.2% |
| 7D | -1.1% | -1.7% | +0.6% | +0.1% |
| 30D | -10.8% | -1.8% | -8.9% | -9.7% |
| 3M | -9.2% | +1.5% | -10.7% | -10.3% |
| 6M | +39.5% | +7.7% | +31.8% | +34.0% |
| YTD | +41.5% | +2.7% | +38.8% | +39.7% |
| 1Y | +61.0% | +6.8% | +54.2% | +57.5% |
| All | +61.0% | +6.4% | +54.6% | +57.5% |
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