+114.0%
CSCO vs IYR
+5.6%
+108.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.5% | -0.4% | -0.1% | -0.3% |
| 30D | -10.1% | -2.5% | -7.6% | -9.1% |
| 3M | -11.7% | +1.5% | -13.2% | -12.7% |
| 6M | +40.1% | +3.9% | +36.2% | +36.4% |
| YTD | +43.8% | +9.5% | +34.3% | +36.0% |
| 1Y | +66.6% | +7.5% | +59.2% | +59.0% |
| 3Y | +108.5% | +30.8% | +77.7% | +76.4% |
| 5Y | +114.0% | +4.8% | +109.2% | +107.3% |
| All | +114.0% | +5.6% | +108.3% | +107.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling