+48.9%
CIEN vs IAG
+56.5%
-7.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +10.2% | -19.5% | -13.1% |
| 7D | -25.0% | +1.1% | -26.1% | -25.7% |
| 30D | -30.1% | -5.3% | -24.9% | -28.7% |
| 3M | -33.8% | +18.0% | -51.8% | -39.1% |
| 6M | -49.4% | +7.1% | -56.6% | -52.1% |
| YTD | +16.4% | +5.9% | +10.5% | +5.0% |
| 1Y | +48.9% | +59.4% | -10.5% | -3.3% |
| All | +48.9% | +56.5% | -7.7% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling