+358.1%
CIEN vs IOT
+61.2%
+296.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.3% |
| 7D | -5.3% | +2.8% | -8.1% | -5.9% |
| 30D | -17.2% | -1.8% | -15.5% | -17.2% |
| 3M | -26.9% | +17.9% | -44.7% | -30.2% |
| 6M | +16.0% | +13.5% | +2.5% | +10.2% |
| YTD | +45.9% | +13.3% | +32.7% | +37.3% |
| 1Y | +186.8% | -3.3% | +190.1% | +178.8% |
| 3Y | +607.8% | +31.3% | +576.4% | +524.4% |
| All | +358.1% | +61.2% | +296.9% | +235.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling