+210.0%
CSCO vs IWF
+727.1%
-517.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | -0.7% | +0.5% | -1.2% | -1.3% |
| 30D | -10.1% | -0.4% | -9.7% | -9.9% |
| 3M | -15.7% | -2.6% | -13.1% | -13.5% |
| 6M | +36.3% | +9.1% | +27.1% | +22.3% |
| YTD | +43.8% | +4.5% | +39.3% | +35.8% |
| 1Y | +63.9% | +10.1% | +53.9% | +45.1% |
| 3Y | +104.4% | +77.6% | +26.7% | -1.1% |
| 5Y | +111.4% | +73.7% | +37.6% | -1.4% |
| 10Y | +361.7% | +411.5% | -49.9% | -51.0% |
| All | +210.0% | +727.1% | -517.0% | -77.1% |
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