-37.7%
CIEN vs IBB
+560.8%
-598.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.9% |
| 7D | -15.2% | +1.4% | -16.6% | -16.4% |
| 30D | -21.5% | +10.5% | -32.0% | -28.8% |
| 3M | -40.1% | +23.6% | -63.7% | -51.1% |
| 6M | -6.6% | +22.6% | -29.2% | -23.5% |
| YTD | +37.3% | +25.7% | +11.6% | +10.2% |
| 1Y | +174.5% | +51.4% | +123.2% | +86.1% |
| 3Y | +562.3% | +64.4% | +497.9% | +311.1% |
| 5Y | +463.9% | +22.1% | +441.8% | +350.9% |
| 10Y | +1,302.4% | +132.5% | +1,169.9% | +450.7% |
| All | -37.7% | +560.8% | -598.5% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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