+48.9%
CIEN vs IJH
+17.8%
+31.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.6% | -9.9% | -10.7% |
| 7D | -25.0% | +1.7% | -26.7% | -28.1% |
| 30D | -30.1% | +1.2% | -31.4% | -31.8% |
| 3M | -33.8% | -3.4% | -30.3% | -27.8% |
| 6M | -49.4% | +3.7% | -53.1% | -52.0% |
| YTD | +16.4% | +13.9% | +2.5% | -9.4% |
| 1Y | +48.9% | +17.4% | +31.4% | +12.6% |
| All | +48.9% | +17.8% | +31.1% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling