+1,051.0%
CIEN vs IR
+336.9%
+714.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.5% |
| 7D | -9.3% | +1.5% | -10.9% | -9.6% |
| 30D | -39.5% | +9.0% | -48.5% | -41.4% |
| 3M | -29.8% | -0.9% | -29.0% | -29.5% |
| 6M | -50.4% | +13.4% | -63.8% | -53.2% |
| YTD | +16.3% | +8.5% | +7.9% | +10.8% |
| 1Y | +30.4% | +11.3% | +19.1% | +23.0% |
| 3Y | +516.6% | +26.0% | +490.6% | +458.8% |
| 5Y | +349.8% | +47.9% | +301.9% | +278.7% |
| All | +1,051.0% | +336.9% | +714.2% | +622.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling