+48.9%
CIEN vs IBKR
+10.3%
+38.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.5% | -9.8% | -9.7% |
| 7D | -25.0% | -6.8% | -18.3% | -20.7% |
| 30D | -30.1% | -12.5% | -17.6% | -22.1% |
| 3M | -33.8% | -12.0% | -21.7% | -26.8% |
| 6M | -49.4% | -4.5% | -44.9% | -47.1% |
| YTD | +16.4% | +21.5% | -5.1% | -1.4% |
| 1Y | +48.9% | +10.6% | +38.2% | +37.2% |
| All | +48.9% | +10.3% | +38.6% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 1y: compounded portfolio wealth divided by compounded IBKR 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…
1y analysis · Full analysis span regression · 6 months rolling