+349.1%
CIEN vs IOT
+54.4%
+294.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +5.4% | -0.8% | +6.2% | +5.5% |
| 30D | -13.7% | -4.7% | -9.0% | -13.2% |
| 3M | -23.0% | +17.8% | -40.8% | -26.6% |
| 6M | -0.8% | +16.8% | -17.7% | -6.5% |
| YTD | +43.1% | +8.4% | +34.6% | +35.6% |
| 1Y | +157.6% | -0.8% | +158.4% | +148.6% |
| 3Y | +593.8% | +25.7% | +568.1% | +516.8% |
| All | +349.1% | +54.4% | +294.7% | +231.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling