+1,527.9%
CIEN vs IAU
+751.7%
+776.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.2% |
| 7D | +27.4% | -5.5% | +32.8% | +28.5% |
| 30D | -26.6% | -7.0% | -19.6% | -25.7% |
| 3M | -32.0% | -12.3% | -19.7% | -30.5% |
| 6M | -49.1% | -17.9% | -31.1% | -47.5% |
| YTD | +25.7% | -10.3% | +36.0% | +28.3% |
| 1Y | +40.3% | -7.9% | +48.2% | +42.8% |
| 3Y | +566.2% | +98.7% | +467.5% | +520.2% |
| 5Y | +378.7% | +105.0% | +273.7% | +342.4% |
| 10Y | +1,252.3% | +207.7% | +1,044.6% | +1,109.4% |
| All | +1,527.9% | +751.7% | +776.1% | +997.0% |
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 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