+1,431.9%
CIEN vs IAG
+423.2%
+1,008.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.8% |
| 7D | +5.4% | -4.1% | +9.4% | +5.8% |
| 30D | -13.7% | +10.6% | -24.3% | -14.8% |
| 3M | -23.0% | +35.4% | -58.4% | -25.9% |
| 6M | -0.8% | -9.5% | +8.7% | -0.7% |
| YTD | +43.1% | +21.8% | +21.2% | +39.1% |
| 1Y | +157.6% | +84.1% | +73.5% | +142.0% |
| 3Y | +593.8% | +817.4% | -223.5% | +469.6% |
| 5Y | +520.6% | +830.1% | -309.5% | +391.0% |
| All | +1,431.9% | +423.2% | +1,008.7% | +1,114.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling