+1,500.5%
CIEN vs IJH
+184.0%
+1,316.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.7% | +3.6% |
| 7D | +8.9% | -1.9% | +10.7% | +11.1% |
| 30D | -19.1% | -4.6% | -14.5% | -14.8% |
| 3M | -21.5% | -1.2% | -20.3% | -20.0% |
| 6M | +2.8% | +9.4% | -6.6% | -4.7% |
| YTD | +49.5% | +13.3% | +36.1% | +34.0% |
| 1Y | +163.8% | +13.4% | +150.4% | +138.0% |
| 3Y | +615.8% | +50.4% | +565.4% | +407.5% |
| 5Y | +548.4% | +49.0% | +499.4% | +363.4% |
| All | +1,500.5% | +184.0% | +1,316.4% | +432.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling