+1,096.6%
CIEN vs IP
+26.3%
+1,070.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.6% | +5.2% |
| 7D | -24.1% | -5.1% | -19.1% | -22.8% |
| 30D | -45.5% | +8.5% | -54.0% | -47.0% |
| 3M | -39.7% | -13.8% | -25.9% | -37.0% |
| 6M | -57.8% | +5.7% | -63.5% | -59.4% |
| YTD | +4.1% | -9.1% | +13.2% | +3.4% |
| 1Y | +20.8% | -0.8% | +21.6% | +15.6% |
| 3Y | +463.1% | +14.8% | +448.3% | +385.1% |
| 5Y | +302.3% | -11.5% | +313.8% | +281.3% |
| All | +1,096.6% | +26.3% | +1,070.3% | +684.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling