+543.5%
CIEN vs INVH
-20.2%
+563.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | +8.9% | -3.0% | +11.9% | +10.0% |
| 30D | -19.1% | -7.5% | -11.6% | -17.1% |
| 3M | -21.5% | -5.5% | -16.0% | -20.4% |
| 6M | +2.8% | +11.7% | -8.9% | -2.6% |
| YTD | +49.5% | +1.3% | +48.1% | +46.4% |
| 1Y | +163.8% | -6.1% | +169.9% | +166.3% |
| 3Y | +615.8% | -9.8% | +625.6% | +627.3% |
| All | +543.5% | -20.2% | +563.7% | +577.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling