+114.0%
CSCO vs IWF
+73.3%
+40.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -0.5% | +1.5% | -2.0% | -1.4% |
| 30D | -10.1% | -1.3% | -8.8% | -9.5% |
| 3M | -11.7% | +0.1% | -11.9% | -11.9% |
| 6M | +40.1% | +10.3% | +29.8% | +31.9% |
| YTD | +43.8% | +4.2% | +39.6% | +40.3% |
| 1Y | +66.6% | +9.3% | +57.3% | +57.7% |
| 3Y | +108.5% | +79.3% | +29.2% | +45.3% |
| 5Y | +114.0% | +73.8% | +40.2% | +44.5% |
| All | +114.0% | +73.3% | +40.6% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling