+25.0%
IWM vs CSCO
+67.0%
-42.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | +1.4% | -0.5% | +1.9% | +1.5% |
| 30D | -2.3% | -10.1% | +7.8% | -0.5% |
| 3M | +4.0% | -11.7% | +15.7% | +6.1% |
| 6M | +17.9% | +40.1% | -22.2% | +8.2% |
| YTD | +20.2% | +43.8% | -23.6% | +9.7% |
| 1Y | +25.0% | +66.6% | -41.6% | +10.2% |
| All | +25.0% | +67.0% | -42.0% | +10.2% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling