+592.2%
CIEN vs IAG
+817.0%
-224.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.4% |
| 7D | -4.6% | +1.7% | -6.2% | -5.0% |
| 30D | -12.8% | +11.4% | -24.3% | -15.1% |
| 3M | -23.1% | +33.0% | -56.1% | -28.3% |
| 6M | +6.1% | -6.0% | +12.1% | +5.1% |
| YTD | +44.5% | +24.6% | +20.0% | +36.3% |
| 1Y | +176.6% | +105.0% | +71.6% | +143.7% |
| All | +592.2% | +817.0% | -224.8% | +398.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling