+304.6%
CIEN vs IP
-12.0%
+316.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.6% | +5.2% |
| 7D | -24.1% | -5.1% | -19.1% | -23.1% |
| 30D | -45.5% | +8.5% | -54.0% | -46.7% |
| 3M | -39.7% | -13.8% | -25.9% | -37.6% |
| 6M | -57.8% | +5.7% | -63.5% | -59.1% |
| YTD | +4.1% | -9.1% | +13.2% | +3.7% |
| 1Y | +20.8% | -0.8% | +21.6% | +16.3% |
| 3Y | +463.1% | +14.8% | +448.3% | +387.5% |
| All | +304.6% | -12.0% | +316.6% | +293.2% |
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