+161.3%
IWM vs CSCO
+325.8%
-164.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.1% | -1.9% | +0.8% |
| 7D | +1.2% | -2.9% | +4.1% | +2.6% |
| 30D | +1.3% | -16.7% | +18.0% | +10.2% |
| 3M | -6.1% | -18.4% | +12.4% | +2.6% |
| 6M | -0.1% | +2.9% | -3.0% | -4.5% |
| YTD | +15.5% | +30.4% | -14.9% | -3.7% |
| 1Y | +18.1% | +41.4% | -23.3% | -6.1% |
| 3Y | +74.6% | +104.7% | -30.0% | +12.2% |
| 5Y | +24.6% | +96.9% | -72.3% | -19.7% |
| 10Y | +161.3% | +321.5% | -160.2% | +17.8% |
| All | +161.3% | +325.8% | -164.5% | +17.8% |
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