+359.9%
CSCO vs IYR
+68.4%
+291.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.3% |
| 7D | -1.1% | -2.8% | +1.8% | +0.5% |
| 30D | -10.8% | -2.5% | -8.3% | -9.6% |
| 3M | -9.2% | -3.0% | -6.3% | -8.0% |
| 6M | +39.5% | +1.6% | +37.9% | +37.1% |
| YTD | +41.5% | +7.3% | +34.2% | +34.5% |
| 1Y | +61.0% | +5.6% | +55.4% | +54.1% |
| 3Y | +105.2% | +28.1% | +77.1% | +72.3% |
| 5Y | +113.4% | +6.1% | +107.3% | +99.9% |
| All | +359.9% | +68.4% | +291.5% | +218.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling