+2,677.3%
CIEN vs IEMG
+142.6%
+2,534.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.5% |
| 7D | -4.6% | +1.6% | -6.2% | -6.0% |
| 30D | -12.8% | +4.6% | -17.5% | -16.1% |
| 3M | -23.1% | +4.8% | -27.9% | -25.6% |
| 6M | +6.1% | +16.8% | -10.7% | -5.9% |
| YTD | +44.5% | +24.8% | +19.7% | +21.9% |
| 1Y | +176.6% | +34.3% | +142.3% | +121.1% |
| 3Y | +601.0% | +87.0% | +514.0% | +331.2% |
| 5Y | +509.1% | +49.9% | +459.2% | +344.1% |
| 10Y | +1,460.5% | +144.8% | +1,315.7% | +633.1% |
| All | +2,677.3% | +142.6% | +2,534.8% | +1,252.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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