-3.1%
CIEN vs IJR
+1,130.2%
-1,133.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | +0.4% |
| 7D | -4.6% | -1.1% | -3.4% | -3.3% |
| 30D | -12.8% | -3.6% | -9.2% | -8.5% |
| 3M | -23.1% | +2.3% | -25.4% | -25.0% |
| 6M | +6.1% | +14.3% | -8.2% | -9.6% |
| YTD | +44.5% | +19.3% | +25.2% | +16.2% |
| 1Y | +176.6% | +22.6% | +154.0% | +115.5% |
| 3Y | +601.0% | +53.5% | +547.4% | +307.2% |
| 5Y | +509.1% | +39.9% | +469.2% | +286.7% |
| 10Y | +1,460.5% | +172.1% | +1,288.4% | +229.5% |
| All | -3.1% | +1,130.2% | -1,133.4% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling