+144.3%
IWM vs CSCO
+334.9%
-190.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.9% | -2.2% |
| 7D | +2.8% | +6.6% | -3.8% | -0.4% |
| 30D | +0.6% | -11.3% | +12.0% | +6.3% |
| 3M | -7.8% | -17.3% | +9.6% | +0.2% |
| 6M | -1.0% | +3.5% | -4.5% | -5.5% |
| YTD | +13.9% | +34.9% | -21.0% | -6.7% |
| 1Y | +15.4% | +40.5% | -25.0% | -7.7% |
| 3Y | +70.2% | +109.3% | -39.0% | +8.3% |
| 5Y | +23.7% | +105.9% | -82.2% | -22.1% |
| All | +144.3% | +334.9% | -190.5% | +7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling