+386.4%
CIEN vs IAG
+461.2%
-74.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.4% | +11.2% | +9.2% |
| 7D | +8.7% | +3.4% | +5.3% | +8.1% |
| 30D | -26.9% | -2.7% | -24.2% | -26.7% |
| 3M | -23.6% | -0.5% | -23.1% | -23.8% |
| 6M | -49.1% | -4.8% | -44.2% | -49.2% |
| YTD | +26.6% | +9.6% | +17.0% | +23.7% |
| 1Y | +42.7% | +32.2% | +10.5% | +36.5% |
| 3Y | +570.8% | +692.5% | -121.7% | +433.0% |
| 5Y | +386.4% | +447.6% | -61.1% | +236.6% |
| All | +386.4% | +461.2% | -74.8% | +236.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling