+1,303.7%
CIEN vs INVH
+79.4%
+1,224.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -4.6% | -2.3% | -2.3% | -3.7% |
| 30D | -12.8% | -5.7% | -7.1% | -10.9% |
| 3M | -23.1% | -4.5% | -18.6% | -22.1% |
| 6M | +6.1% | +11.0% | -4.8% | +0.7% |
| YTD | +44.5% | +3.7% | +40.8% | +40.3% |
| 1Y | +176.6% | -2.8% | +179.5% | +175.1% |
| 3Y | +601.0% | -7.1% | +608.1% | +602.9% |
| 5Y | +509.1% | -19.4% | +528.6% | +540.1% |
| All | +1,303.7% | +79.4% | +1,224.2% | +906.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling