+1,257.9%
CIEN vs IR
+288.5%
+969.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.6% |
| 7D | -15.2% | -2.8% | -12.4% | -14.2% |
| 30D | -21.5% | -15.1% | -6.3% | -16.1% |
| 3M | -40.1% | +6.1% | -46.1% | -41.9% |
| 6M | -6.6% | -16.8% | +10.2% | -0.1% |
| YTD | +37.3% | -3.5% | +40.8% | +36.9% |
| 1Y | +174.5% | -3.5% | +178.0% | +173.9% |
| 3Y | +562.3% | +9.5% | +552.8% | +533.1% |
| 5Y | +463.9% | +45.1% | +418.9% | +383.3% |
| All | +1,257.9% | +288.5% | +969.3% | +793.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling