+281.5%
CIEN vs IP
-12.5%
+294.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.0% | -11.3% | -14.2% |
| 7D | -34.0% | -5.0% | -29.0% | -33.1% |
| 30D | -48.0% | +6.5% | -54.5% | -48.9% |
| 3M | -43.5% | -18.0% | -25.5% | -40.8% |
| 6M | -57.6% | +10.3% | -67.9% | -59.5% |
| YTD | -1.3% | -9.9% | +8.6% | -1.5% |
| 1Y | +17.9% | -1.1% | +18.9% | +13.4% |
| 3Y | +425.8% | +13.0% | +412.8% | +357.8% |
| 5Y | +281.5% | -12.3% | +293.8% | +270.5% |
| All | +281.5% | -12.5% | +294.0% | +270.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling