+48.9%
CIEN vs IBN
+4.2%
+44.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.8% | -13.0% | -9.9% |
| 7D | -25.0% | +8.9% | -34.0% | -26.6% |
| 30D | -30.1% | +12.6% | -42.8% | -33.0% |
| 3M | -33.8% | +3.1% | -36.8% | -34.0% |
| 6M | -49.4% | +20.6% | -70.0% | -54.2% |
| YTD | +16.4% | +5.8% | +10.6% | +14.9% |
| 1Y | +48.9% | +3.7% | +45.2% | +43.2% |
| All | +48.9% | +4.2% | +44.7% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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