+506.7%
CIEN vs IOVA
-63.5%
+570.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.4% |
| 7D | -5.3% | +5.1% | -10.4% | -5.7% |
| 30D | -17.2% | +37.2% | -54.5% | -19.8% |
| 3M | -26.9% | +117.5% | -144.4% | -32.9% |
| 6M | +16.0% | +69.6% | -53.6% | +8.0% |
| YTD | +45.9% | +218.7% | -172.7% | +26.6% |
| 1Y | +186.8% | +265.5% | -78.7% | +143.6% |
| 3Y | +607.8% | +46.2% | +561.6% | +501.5% |
| 5Y | +506.7% | -63.2% | +570.0% | +449.4% |
| All | +506.7% | -63.5% | +570.3% | +449.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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