+48.9%
CIEN vs IP
+2.3%
+46.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.5% | -10.8% | -9.2% |
| 7D | -25.0% | +3.4% | -28.4% | -25.0% |
| 30D | -30.1% | +11.2% | -41.4% | -30.0% |
| 3M | -33.8% | -14.8% | -19.0% | -34.1% |
| 6M | -49.4% | +17.3% | -66.7% | -49.2% |
| YTD | +16.4% | -6.2% | +22.6% | +19.6% |
| 1Y | +48.9% | +2.3% | +46.5% | +53.2% |
| All | +48.9% | +2.3% | +46.6% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling