+989.2%
CIEN vs IEF
+129.4%
+859.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -15.2% | -0.3% | -14.9% | -15.5% |
| 30D | -21.5% | -0.8% | -20.7% | -22.4% |
| 3M | -40.1% | -1.0% | -39.1% | -40.9% |
| 6M | -6.6% | -2.8% | -3.8% | -10.7% |
| YTD | +37.3% | -1.5% | +38.8% | +33.6% |
| 1Y | +174.5% | -0.4% | +175.0% | +171.4% |
| 3Y | +562.3% | +9.7% | +552.6% | +653.0% |
| 5Y | +463.9% | -8.3% | +472.3% | +353.3% |
| 10Y | +1,302.4% | +4.6% | +1,297.8% | +1,400.0% |
| All | +989.2% | +129.4% | +859.9% | +11,289.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling