+1,500.5%
CIEN vs IEF
+3.8%
+1,496.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.4% |
| 7D | +8.9% | -1.3% | +10.2% | +8.3% |
| 30D | -19.1% | -1.7% | -17.4% | -19.7% |
| 3M | -21.5% | -2.5% | -19.0% | -22.3% |
| 6M | +2.8% | -3.3% | +6.1% | +1.2% |
| YTD | +49.5% | -2.8% | +52.3% | +47.4% |
| 1Y | +163.8% | -2.7% | +166.5% | +160.4% |
| 3Y | +615.8% | +8.9% | +606.9% | +649.5% |
| 5Y | +548.4% | -9.4% | +557.8% | +431.5% |
| All | +1,500.5% | +3.8% | +1,496.7% | +1,578.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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