-5.4%
CSCO vs IYR
+1.0%
-6.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.1% | -6.3% | -6.2% |
| 7D | +1.9% | +0.6% | +1.3% | +2.0% |
| 30D | -15.8% | +6.6% | -22.4% | -13.3% |
| 3M | -15.4% | -1.8% | -13.6% | -17.6% |
| 6M | -5.4% | +1.4% | -6.8% | -4.0% |
| All | -5.4% | +1.0% | -6.4% | -4.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling