+1,500.5%
CIEN vs IFF
-20.3%
+1,520.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.0% | +4.7% |
| 7D | +8.9% | -3.2% | +12.1% | +10.1% |
| 30D | -19.1% | -0.3% | -18.8% | -19.1% |
| 3M | -21.5% | +8.4% | -29.9% | -24.8% |
| 6M | +2.8% | +23.0% | -20.2% | -6.7% |
| YTD | +49.5% | +25.5% | +24.0% | +33.9% |
| 1Y | +163.8% | +29.1% | +134.7% | +132.5% |
| 3Y | +615.8% | +31.7% | +584.2% | +508.1% |
| 5Y | +548.4% | -35.2% | +583.6% | +618.8% |
| All | +1,500.5% | -20.3% | +1,520.7% | +1,409.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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