+179.7%
CSCO vs IWF
+664.8%
-485.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.5% |
| 7D | -4.7% | -2.9% | -1.8% | -1.4% |
| 30D | -17.1% | -10.9% | -6.2% | -5.6% |
| 3M | -19.6% | -8.1% | -11.5% | -11.7% |
| 6M | +2.4% | -7.5% | +10.0% | +11.6% |
| YTD | +29.8% | -3.4% | +33.2% | +33.9% |
| 1Y | +38.7% | -5.0% | +43.7% | +45.6% |
| 3Y | +101.3% | +64.0% | +37.3% | +7.0% |
| 5Y | +94.8% | +56.8% | +38.1% | +2.8% |
| 10Y | +324.2% | +381.2% | -57.0% | -51.8% |
| All | +179.7% | +664.8% | -485.1% | -77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling