-51.5%
CIEN vs IBN
+35.8%
-87.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.3% |
| 7D | +15.3% | +1.9% | +13.4% | +16.5% |
| 30D | -22.0% | +22.1% | -44.1% | -11.8% |
| 3M | -36.6% | +17.1% | -53.7% | -29.2% |
| 6M | -51.5% | +35.5% | -87.0% | -41.4% |
| All | -51.5% | +35.8% | -87.3% | -41.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling