+477.0%
CIEN vs IR
+45.6%
+431.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.4% |
| 7D | -15.2% | -2.8% | -12.4% | -13.8% |
| 30D | -21.5% | -15.1% | -6.3% | -13.9% |
| 3M | -40.1% | +6.1% | -46.1% | -42.8% |
| 6M | -6.6% | -16.8% | +10.2% | +2.7% |
| YTD | +37.3% | -3.5% | +40.8% | +35.7% |
| 1Y | +174.5% | -3.5% | +178.0% | +171.1% |
| 3Y | +562.3% | +9.5% | +552.8% | +500.9% |
| All | +477.0% | +45.6% | +431.4% | +315.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling