+569.7%
CIEN vs IP
+21.5%
+548.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.7% |
| 7D | -15.2% | -5.3% | -9.9% | -14.4% |
| 30D | -21.5% | -10.9% | -10.6% | -20.0% |
| 3M | -40.1% | +11.2% | -51.2% | -41.6% |
| 6M | -6.6% | -10.2% | +3.7% | -5.0% |
| YTD | +37.3% | -2.0% | +39.2% | +35.7% |
| 1Y | +174.5% | -19.1% | +193.6% | +185.3% |
| All | +569.7% | +21.5% | +548.2% | +540.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling