+174.5%
CIEN vs IP
-18.9%
+193.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +1.1% |
| 7D | -15.2% | -5.3% | -9.9% | -15.3% |
| 30D | -21.5% | -10.9% | -10.6% | -21.7% |
| 3M | -40.1% | +11.2% | -51.2% | -39.9% |
| 6M | -6.6% | -10.2% | +3.7% | -6.7% |
| YTD | +37.3% | -2.0% | +39.2% | +39.0% |
| 1Y | +174.5% | -19.1% | +193.6% | +177.4% |
| All | +174.5% | -18.9% | +193.4% | +177.4% |
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