+163.8%
CIEN vs IJR
+21.9%
+141.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +3.9% | +3.7% |
| 7D | +8.9% | -2.2% | +11.1% | +12.5% |
| 30D | -19.1% | -4.6% | -14.5% | -13.0% |
| 3M | -21.5% | +0.2% | -21.7% | -20.9% |
| 6M | +2.8% | +14.7% | -11.9% | -14.0% |
| YTD | +49.5% | +18.9% | +30.6% | +18.5% |
| 1Y | +163.8% | +19.9% | +143.9% | +109.0% |
| All | +163.8% | +21.9% | +141.9% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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