+65.9%
CSCO vs IYR
+6.4%
+59.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | 0.0% |
| 7D | 0.0% | -0.9% | +0.9% | -0.2% |
| 30D | -10.7% | -2.4% | -8.4% | -11.1% |
| 3M | -8.7% | -2.0% | -6.7% | -9.1% |
| 6M | +44.9% | +2.5% | +42.4% | +42.8% |
| YTD | +44.1% | +8.3% | +35.8% | +42.5% |
| 1Y | +65.9% | +6.5% | +59.4% | +62.1% |
| All | +65.9% | +6.4% | +59.4% | +62.1% |
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