+592.2%
CIEN vs IOT
+24.7%
+567.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.8% | -0.3% |
| 7D | -4.6% | +5.1% | -9.6% | -5.5% |
| 30D | -12.8% | -3.0% | -9.8% | -12.6% |
| 3M | -23.1% | +15.0% | -38.0% | -26.2% |
| 6M | +6.1% | +13.1% | -7.0% | +1.0% |
| YTD | +44.5% | +9.0% | +35.5% | +37.6% |
| 1Y | +176.6% | +0.1% | +176.5% | +169.1% |
| All | +592.2% | +24.7% | +567.5% | +507.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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