+158.3%
CIEN vs IFF
+282.2%
-123.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +5.4% | -2.8% | +8.2% | +6.8% |
| 30D | -13.7% | -1.1% | -12.6% | -13.4% |
| 3M | -23.0% | +13.8% | -36.9% | -29.2% |
| 6M | -0.8% | +16.7% | -17.5% | -11.0% |
| YTD | +43.1% | +26.1% | +16.9% | +22.7% |
| 1Y | +157.6% | +33.5% | +124.1% | +113.0% |
| 3Y | +593.8% | +31.6% | +562.2% | +456.2% |
| 5Y | +520.6% | -34.9% | +555.5% | +589.6% |
| 10Y | +1,444.6% | -20.3% | +1,464.9% | +1,304.4% |
| All | +158.3% | +282.2% | -123.8% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling