-4.1%
CIEN vs IJH
+1,045.0%
-1,049.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | +0.3% |
| 7D | +5.4% | -2.5% | +7.9% | +9.2% |
| 30D | -13.7% | -5.0% | -8.6% | -6.8% |
| 3M | -23.0% | +0.5% | -23.6% | -23.1% |
| 6M | -0.8% | +8.2% | -9.1% | -9.7% |
| YTD | +43.1% | +12.4% | +30.6% | +23.6% |
| 1Y | +157.6% | +14.4% | +143.3% | +118.8% |
| 3Y | +593.8% | +49.5% | +544.3% | +309.8% |
| 5Y | +520.6% | +47.8% | +472.8% | +260.7% |
| 10Y | +1,444.6% | +180.4% | +1,264.2% | +189.2% |
| All | -4.1% | +1,045.0% | -1,049.1% | -98.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling