+190.7%
CSCO vs IWF
+679.4%
-488.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.7% |
| 7D | +6.6% | +5.3% | +1.3% | +0.6% |
| 30D | -11.3% | -8.6% | -2.8% | -1.9% |
| 3M | -17.3% | -6.5% | -10.8% | -10.9% |
| 6M | +3.5% | -5.6% | +9.2% | +10.2% |
| YTD | +34.9% | -1.5% | +36.4% | +36.3% |
| 1Y | +40.5% | -2.8% | +43.3% | +43.8% |
| 3Y | +109.3% | +67.1% | +42.1% | +8.9% |
| 5Y | +105.9% | +57.6% | +48.3% | +8.2% |
| 10Y | +335.8% | +390.4% | -54.5% | -51.6% |
| All | +190.7% | +679.4% | -488.6% | -77.0% |
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