+1,431.9%
CIEN vs IBN
+316.4%
+1,115.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +5.4% | -5.5% | +10.9% | +7.0% |
| 30D | -13.7% | -3.4% | -10.3% | -12.9% |
| 3M | -23.0% | +8.7% | -31.7% | -25.0% |
| 6M | -0.8% | +3.7% | -4.5% | -2.1% |
| YTD | +43.1% | -2.4% | +45.4% | +43.7% |
| 1Y | +157.6% | -8.1% | +165.7% | +162.4% |
| 3Y | +593.8% | +26.3% | +567.5% | +542.2% |
| 5Y | +520.6% | +54.9% | +465.7% | +441.9% |
| All | +1,431.9% | +316.4% | +1,115.4% | +1,001.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling