+1,146.8%
CIEN vs ICE
+259.6%
+887.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -4.9% | -4.7% |
| 7D | +15.3% | +3.6% | +11.6% | +13.8% |
| 30D | -22.0% | +15.1% | -37.1% | -26.7% |
| 3M | -36.6% | +15.4% | -52.0% | -40.9% |
| 6M | -51.5% | +16.1% | -67.6% | -55.3% |
| YTD | +20.0% | +11.4% | +8.6% | +11.0% |
| 1Y | +44.5% | +18.5% | +26.0% | +29.2% |
| 3Y | +539.0% | +70.5% | +468.5% | +357.1% |
| 5Y | +356.8% | +40.9% | +315.9% | +257.6% |
| All | +1,146.8% | +259.6% | +887.2% | +517.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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