+1,500.5%
CIEN vs IBKR
+1,011.6%
+488.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.2% | +2.3% | +3.4% |
| 7D | +8.9% | -1.3% | +10.2% | +9.6% |
| 30D | -19.1% | -0.2% | -18.9% | -19.2% |
| 3M | -21.5% | +3.0% | -24.4% | -22.9% |
| 6M | +2.8% | +33.9% | -31.0% | -11.2% |
| YTD | +49.5% | +42.5% | +7.0% | +24.6% |
| 1Y | +163.8% | +44.9% | +118.9% | +118.7% |
| 3Y | +615.8% | +293.0% | +322.8% | +276.5% |
| 5Y | +548.4% | +497.7% | +50.7% | +172.7% |
| All | +1,500.5% | +1,011.6% | +488.8% | +341.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling