+1,184.7%
CIEN vs IP
+24.7%
+1,160.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.2% | +1.4% |
| 7D | -9.3% | 0.0% | -9.4% | -9.1% |
| 30D | -39.5% | +9.4% | -48.9% | -41.3% |
| 3M | -29.8% | -14.1% | -15.8% | -26.5% |
| 6M | -50.4% | +9.2% | -59.5% | -52.8% |
| YTD | +16.3% | -7.5% | +23.9% | +15.0% |
| 1Y | +30.4% | -2.8% | +33.1% | +26.0% |
| 3Y | +516.6% | +21.2% | +495.3% | +420.2% |
| 5Y | +349.8% | -11.5% | +361.2% | +327.2% |
| 10Y | +1,184.7% | +23.7% | +1,161.0% | +767.7% |
| All | +1,184.7% | +24.7% | +1,160.0% | +767.7% |
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