+631.4%
CIEN vs IAG
+377.5%
+253.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.4% |
| 7D | -15.2% | -0.5% | -14.6% | -15.2% |
| 30D | -21.5% | +28.9% | -50.4% | -24.1% |
| 3M | -40.1% | +19.1% | -59.2% | -41.6% |
| 6M | -6.6% | -10.3% | +3.7% | -6.0% |
| YTD | +37.3% | +24.2% | +13.1% | +32.5% |
| 1Y | +174.5% | +116.5% | +58.1% | +148.9% |
| 3Y | +562.3% | +742.8% | -180.5% | +401.3% |
| 5Y | +463.9% | +753.3% | -289.4% | +307.5% |
| 10Y | +1,302.4% | +403.2% | +899.2% | +880.5% |
| All | +631.4% | +377.5% | +253.9% | +369.7% |
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