+108.5%
CSCO vs IYR
+29.8%
+78.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | -10.1% | -2.5% | -7.6% | -9.4% |
| 3M | -11.7% | +1.5% | -13.2% | -12.5% |
| 6M | +40.1% | +3.9% | +36.2% | +37.1% |
| YTD | +43.8% | +9.5% | +34.3% | +37.5% |
| 1Y | +66.6% | +7.5% | +59.2% | +60.4% |
| 3Y | +108.5% | +30.8% | +77.7% | +85.2% |
| All | +108.5% | +29.8% | +78.7% | +85.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling