+349.8%
CIEN vs IAU
+114.3%
+235.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.7% | +1.9% |
| 7D | -9.3% | +2.8% | -12.1% | -10.4% |
| 30D | -39.5% | -4.0% | -35.5% | -38.6% |
| 3M | -29.8% | -8.2% | -21.6% | -27.7% |
| 6M | -50.4% | -14.8% | -35.6% | -47.8% |
| YTD | +16.3% | -6.7% | +23.0% | +20.4% |
| 1Y | +30.4% | -2.2% | +32.6% | +33.8% |
| 3Y | +516.6% | +106.7% | +409.9% | +452.1% |
| 5Y | +349.8% | +114.8% | +234.9% | +275.5% |
| All | +349.8% | +114.3% | +235.4% | +275.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling