+585.2%
CIEN vs IEF
+9.2%
+576.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | +5.4% | -1.2% | +6.6% | +5.5% |
| 30D | -13.7% | -1.5% | -12.2% | -13.6% |
| 3M | -23.0% | -1.7% | -21.4% | -22.9% |
| 6M | -0.8% | -3.5% | +2.7% | -1.0% |
| YTD | +43.1% | -2.6% | +45.7% | +43.2% |
| 1Y | +157.6% | -2.4% | +160.0% | +158.2% |
| All | +585.2% | +9.2% | +576.0% | +572.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling