+509.1%
CIEN vs IAG
+804.8%
-295.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.3% |
| 7D | -4.6% | +1.7% | -6.2% | -4.9% |
| 30D | -12.8% | +11.4% | -24.3% | -14.5% |
| 3M | -23.1% | +33.0% | -56.1% | -26.8% |
| 6M | +6.1% | -6.0% | +12.1% | +5.5% |
| YTD | +44.5% | +24.6% | +20.0% | +38.7% |
| 1Y | +176.6% | +105.0% | +71.6% | +152.1% |
| 3Y | +601.0% | +837.9% | -236.9% | +449.2% |
| 5Y | +509.1% | +817.0% | -307.8% | +333.3% |
| All | +509.1% | +804.8% | -295.7% | +333.3% |
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 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