-52.8%
CIEN vs IBB
+566.2%
-619.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.7% | +3.9% |
| 7D | -24.1% | -1.8% | -22.3% | -22.4% |
| 30D | -45.5% | +5.1% | -50.5% | -47.5% |
| 3M | -39.7% | +10.7% | -50.4% | -45.5% |
| 6M | -57.8% | +22.9% | -80.7% | -65.6% |
| YTD | +4.1% | +26.7% | -22.6% | -17.2% |
| 1Y | +20.8% | +35.1% | -14.3% | -9.3% |
| 3Y | +463.1% | +80.2% | +382.9% | +221.3% |
| 5Y | +302.3% | +37.8% | +264.5% | +188.0% |
| 10Y | +1,164.4% | +161.2% | +1,003.2% | +344.5% |
| All | -52.8% | +566.2% | -619.0% | -92.9% |
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