+1,146.8%
CIEN vs IBN
+385.6%
+761.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.7% |
| 7D | +15.3% | +1.9% | +13.4% | +14.7% |
| 30D | -22.0% | +22.1% | -44.1% | -26.7% |
| 3M | -36.6% | +17.1% | -53.7% | -39.8% |
| 6M | -51.5% | +35.5% | -87.0% | -55.9% |
| YTD | +20.0% | +16.8% | +3.1% | +14.0% |
| 1Y | +44.5% | +12.4% | +32.1% | +38.7% |
| 3Y | +539.0% | +58.0% | +481.0% | +450.9% |
| 5Y | +356.8% | +73.7% | +283.1% | +281.8% |
| All | +1,146.8% | +385.6% | +761.3% | +732.7% |
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