+1,017.8%
CIEN vs IBKR
+1,318.9%
-301.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.5% |
| 7D | +5.4% | -3.8% | +9.2% | +7.5% |
| 30D | -13.7% | -0.3% | -13.4% | -13.7% |
| 3M | -23.0% | +4.8% | -27.8% | -25.2% |
| 6M | -0.8% | +30.8% | -31.6% | -14.1% |
| YTD | +43.1% | +39.5% | +3.6% | +19.2% |
| 1Y | +157.6% | +43.7% | +114.0% | +111.8% |
| 3Y | +593.8% | +284.7% | +309.2% | +240.4% |
| 5Y | +520.6% | +484.9% | +35.7% | +135.8% |
| 10Y | +1,444.6% | +980.8% | +463.8% | +285.0% |
| All | +1,017.8% | +1,318.9% | -301.0% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling