+1,146.8%
CIEN vs IAG
+389.3%
+757.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.6% | -4.7% |
| 7D | +15.3% | -7.7% | +22.9% | +16.3% |
| 30D | -22.0% | +1.6% | -23.6% | -22.3% |
| 3M | -36.6% | -2.4% | -34.2% | -36.6% |
| 6M | -51.5% | -7.8% | -43.6% | -51.3% |
| YTD | +20.0% | +5.0% | +14.9% | +18.5% |
| 1Y | +44.5% | +25.7% | +18.8% | +40.4% |
| 3Y | +539.0% | +694.5% | -155.5% | +428.0% |
| 5Y | +356.8% | +421.7% | -64.9% | +273.7% |
| All | +1,146.8% | +389.3% | +757.6% | +879.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling