+276.6%
CIEN vs IOT
+66.1%
+210.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.6% |
| 7D | +15.3% | +0.9% | +14.3% | +15.1% |
| 30D | -22.0% | +1.4% | -23.4% | -22.2% |
| 3M | -36.6% | +0.5% | -37.2% | -37.1% |
| 6M | -51.5% | +50.3% | -101.7% | -56.3% |
| YTD | +20.0% | +16.7% | +3.3% | +11.7% |
| 1Y | +44.5% | +6.8% | +37.6% | +37.1% |
| 3Y | +539.0% | +75.5% | +463.6% | +432.9% |
| All | +276.6% | +66.1% | +210.5% | +173.0% |
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