+527.0%
CIEN vs IEF
-8.6%
+535.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -4.6% | -0.3% | -4.3% | -4.5% |
| 30D | -12.8% | -0.6% | -12.2% | -12.7% |
| 3M | -23.1% | -1.0% | -22.1% | -22.9% |
| 6M | +6.1% | -3.1% | +9.2% | +6.5% |
| YTD | +44.5% | -1.9% | +46.4% | +45.0% |
| 1Y | +176.6% | -1.4% | +178.0% | +177.5% |
| 3Y | +601.0% | +9.8% | +591.2% | +589.8% |
| All | +527.0% | -8.6% | +535.6% | +488.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling