+741.9%
IWM vs CSCO
+169.0%
+572.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +2.9% | +1.7% |
| 7D | -2.0% | -10.2% | +8.2% | +2.0% |
| 30D | -1.5% | -20.1% | +18.6% | +7.1% |
| 3M | -8.0% | -22.1% | +14.1% | +0.5% |
| 6M | -4.1% | +3.2% | -7.3% | -7.0% |
| YTD | +11.9% | +24.1% | -12.2% | +0.3% |
| 1Y | +15.0% | +34.6% | -19.5% | -0.3% |
| 3Y | +64.2% | +90.0% | -25.8% | +23.9% |
| 5Y | +20.4% | +88.6% | -68.2% | -9.7% |
| 10Y | +168.0% | +316.5% | -148.5% | +47.8% |
| All | +741.9% | +169.0% | +572.9% | +300.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling