+20.0%
IWM vs CSCO
+87.8%
-67.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +2.9% | +1.8% |
| 7D | -2.0% | -10.2% | +8.2% | +2.3% |
| 30D | -1.5% | -20.1% | +18.6% | +7.7% |
| 3M | -8.0% | -22.4% | +14.4% | +1.2% |
| 6M | -4.1% | +2.8% | -6.9% | -8.6% |
| YTD | +11.9% | +23.6% | -11.7% | -3.8% |
| 1Y | +15.0% | +34.0% | -19.0% | -5.6% |
| 3Y | +64.2% | +89.3% | -25.1% | +10.9% |
| All | +20.0% | +87.8% | -67.7% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling