+574.5%
CIEN vs IAG
+321.3%
+253.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.4% | +11.2% | +9.1% |
| 7D | +8.7% | +3.4% | +5.3% | +8.3% |
| 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% | -49.1% |
| YTD | +26.6% | +9.6% | +17.0% | +24.0% |
| 1Y | +42.7% | +32.2% | +10.5% | +36.9% |
| 3Y | +570.8% | +692.5% | -121.7% | +412.8% |
| 5Y | +386.4% | +447.6% | -61.1% | +270.8% |
| 10Y | +1,261.7% | +403.3% | +858.4% | +859.1% |
| All | +574.5% | +321.3% | +253.2% | +339.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling