+122.9%
CSCO vs IYR
+713.1%
-590.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -4.7% | +2.1% | -6.8% | -5.6% |
| 30D | -17.1% | +7.2% | -24.3% | -20.1% |
| 3M | -19.6% | +0.4% | -20.0% | -19.9% |
| 6M | +2.4% | +1.4% | +1.0% | +1.0% |
| YTD | +29.8% | +11.3% | +18.4% | +21.6% |
| 1Y | +38.7% | +10.5% | +28.2% | +30.3% |
| 3Y | +101.3% | +41.7% | +59.6% | +64.2% |
| 5Y | +94.8% | +7.1% | +87.7% | +82.8% |
| 10Y | +324.2% | +89.1% | +235.1% | +190.8% |
| All | +122.9% | +713.1% | -590.2% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling