+42.7%
CIEN vs IAU
-3.8%
+46.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.1% | +9.9% | +9.4% |
| 7D | +8.7% | -2.0% | +10.7% | +9.8% |
| 30D | -26.9% | -4.4% | -22.5% | -24.8% |
| 3M | -23.6% | -8.9% | -14.7% | -19.3% |
| 6M | -49.1% | -15.9% | -33.2% | -43.9% |
| YTD | +26.6% | -7.8% | +34.3% | +32.6% |
| 1Y | +42.7% | -3.8% | +46.5% | +33.7% |
| All | +42.7% | -3.8% | +46.5% | +33.7% |
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