+368.4%
CSCO vs IYR
+70.0%
+298.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.9% |
| 7D | 0.0% | -0.9% | +0.9% | +0.5% |
| 30D | -10.7% | -2.4% | -8.4% | -9.6% |
| 3M | -8.7% | -2.0% | -6.7% | -8.1% |
| 6M | +44.9% | +2.5% | +42.4% | +41.7% |
| YTD | +44.1% | +8.3% | +35.8% | +36.2% |
| 1Y | +65.9% | +6.5% | +59.4% | +58.1% |
| 3Y | +109.0% | +29.3% | +79.7% | +74.5% |
| 5Y | +114.8% | +5.7% | +109.1% | +101.7% |
| All | +368.4% | +70.0% | +298.4% | +222.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling