+6.1%
CIEN vs IJR
+16.8%
-10.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | +1.1% |
| 7D | -4.6% | -1.1% | -3.4% | -2.7% |
| 30D | -12.8% | -3.6% | -9.2% | -6.1% |
| 3M | -23.1% | +2.3% | -25.4% | -25.0% |
| 6M | +6.1% | +14.3% | -8.2% | -18.7% |
| All | +6.1% | +16.8% | -10.7% | -18.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling