+26.4%
IWM vs CSCO
+63.7%
-37.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.2% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | -1.3% | -10.1% | +8.9% | +0.5% |
| 3M | +1.6% | -15.7% | +17.3% | +4.6% |
| 6M | +13.6% | +36.3% | -22.7% | +5.0% |
| YTD | +20.8% | +43.8% | -23.1% | +10.4% |
| 1Y | +26.4% | +63.9% | -37.5% | +12.5% |
| All | +26.4% | +63.7% | -37.3% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSCO.
Daily Out/Under-Performance
Portfolio return minus CSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSCO 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 CSCO 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