+607.8%
CIEN vs IAU
+125.1%
+482.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.0% | +6.9% |
| 7D | -5.3% | +0.7% | -6.0% | -5.7% |
| 30D | -17.2% | +0.3% | -17.6% | -17.4% |
| 3M | -26.9% | +0.7% | -27.6% | -27.3% |
| 6M | +16.0% | -15.5% | +31.5% | +21.1% |
| YTD | +45.9% | +1.0% | +45.0% | +47.2% |
| 1Y | +186.8% | +19.6% | +167.2% | +183.5% |
| 3Y | +607.8% | +125.4% | +482.3% | +529.0% |
| All | +607.8% | +125.1% | +482.6% | +529.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling