-26.9%
CIEN vs IJH
+1.5%
-28.3%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +7.0% | +7.7% |
| 7D | -5.3% | +1.0% | -6.3% | -8.1% |
| 30D | -17.2% | -3.1% | -14.1% | -10.1% |
| 3M | -26.9% | +1.9% | -28.8% | -27.2% |
| All | -26.9% | +1.5% | -28.3% | -27.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling