+147.9%
CIEN vs IP
+163.5%
-15.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.1% |
| 7D | -15.2% | -5.3% | -9.9% | -13.0% |
| 30D | -21.5% | -10.9% | -10.6% | -17.3% |
| 3M | -40.1% | +11.2% | -51.2% | -44.1% |
| 6M | -6.6% | -10.2% | +3.7% | -5.2% |
| YTD | +37.3% | -2.0% | +39.2% | +31.4% |
| 1Y | +174.5% | -19.1% | +193.6% | +184.4% |
| 3Y | +562.3% | +20.9% | +541.4% | +436.7% |
| 5Y | +463.9% | -17.8% | +481.8% | +443.3% |
| 10Y | +1,302.4% | +23.5% | +1,278.8% | +906.8% |
| All | +147.9% | +163.5% | -15.6% | -0.5% |
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 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