+592.2%
CIEN vs IBN
+25.8%
+566.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.4% |
| 7D | -4.6% | -5.1% | +0.5% | -2.9% |
| 30D | -12.8% | -3.5% | -9.3% | -11.9% |
| 3M | -23.1% | +11.3% | -34.4% | -26.3% |
| 6M | +6.1% | +4.4% | +1.7% | +3.9% |
| YTD | +44.5% | -1.8% | +46.3% | +44.4% |
| 1Y | +176.6% | -8.0% | +184.6% | +180.4% |
| All | +592.2% | +25.8% | +566.4% | +534.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling