+615.8%
CIEN vs INVH
-9.7%
+625.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | +8.9% | -3.0% | +11.9% | +9.5% |
| 30D | -19.1% | -7.5% | -11.6% | -18.0% |
| 3M | -21.5% | -5.5% | -16.0% | -21.0% |
| 6M | +2.8% | +11.7% | -8.9% | -1.6% |
| YTD | +49.5% | +1.3% | +48.1% | +46.9% |
| 1Y | +163.8% | -6.1% | +169.9% | +166.9% |
| 3Y | +615.8% | -9.8% | +625.6% | +626.3% |
| All | +615.8% | -9.7% | +625.5% | +626.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 3y: compounded portfolio wealth divided by compounded INVH 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…
3y analysis · Full analysis span regression · 6 months rolling