+45.9%
CSCO vs IYR
+12.4%
+33.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +1.2% |
| 7D | -6.1% | +6.9% | -13.0% | -4.8% |
| 30D | -8.2% | +10.2% | -18.4% | -6.5% |
| 3M | -14.6% | -0.3% | -14.2% | -15.0% |
| 6M | +12.7% | +3.6% | +9.1% | +13.0% |
| YTD | +37.0% | +12.5% | +24.5% | +39.0% |
| 1Y | +45.9% | +12.4% | +33.5% | +48.3% |
| All | +45.9% | +12.4% | +33.5% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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