+174.5%
CIEN vs IAU
+24.6%
+150.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.6% |
| 7D | -15.2% | -0.5% | -14.7% | -15.0% |
| 30D | -21.5% | +4.4% | -25.9% | -23.4% |
| 3M | -40.1% | -1.1% | -39.0% | -39.8% |
| 6M | -6.6% | -13.7% | +7.2% | -0.7% |
| YTD | +37.3% | +2.7% | +34.5% | +34.7% |
| 1Y | +174.5% | +24.6% | +149.9% | +149.1% |
| All | +174.5% | +24.6% | +150.0% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 1y: compounded portfolio wealth divided by compounded IAU 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…
1y analysis · Full analysis span regression · 6 months rolling