+1,539.2%
CIEN vs IAU
+776.1%
+763.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.1% | +9.9% | +9.0% |
| 7D | +8.7% | -2.0% | +10.7% | +9.1% |
| 30D | -26.9% | -4.4% | -22.5% | -26.4% |
| 3M | -23.6% | -8.9% | -14.7% | -22.4% |
| 6M | -49.1% | -15.9% | -33.2% | -47.7% |
| YTD | +26.6% | -7.8% | +34.3% | +28.6% |
| 1Y | +42.7% | -3.8% | +46.5% | +44.3% |
| 3Y | +570.8% | +104.3% | +466.5% | +521.7% |
| 5Y | +386.4% | +111.2% | +275.2% | +347.3% |
| 10Y | +1,261.7% | +216.4% | +1,045.3% | +1,112.2% |
| All | +1,539.2% | +776.1% | +763.1% | +999.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling