+110.2%
CIEN vs IP
+152.2%
-42.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.5% | -10.8% | -10.0% |
| 7D | -25.0% | +3.4% | -28.4% | -26.6% |
| 30D | -30.1% | +11.2% | -41.4% | -33.9% |
| 3M | -33.8% | -14.8% | -19.0% | -29.4% |
| 6M | -49.4% | +17.3% | -66.7% | -54.6% |
| YTD | +16.4% | -6.2% | +22.6% | +12.7% |
| 1Y | +48.9% | +2.3% | +46.5% | +37.5% |
| 3Y | +520.1% | +17.7% | +502.5% | +404.6% |
| 5Y | +347.6% | -8.4% | +356.0% | +305.2% |
| 10Y | +1,314.2% | +32.1% | +1,282.2% | +869.9% |
| All | +110.2% | +152.2% | -42.0% | -14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling