+48.9%
CIEN vs IRE
-97.6%
+146.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -23.2% | +14.0% | -5.2% |
| 7D | -25.0% | -46.8% | +21.8% | -17.2% |
| 30D | -30.1% | -75.5% | +45.4% | -13.7% |
| 3M | -33.8% | -79.4% | +45.6% | -17.8% |
| 6M | -49.4% | -91.3% | +41.8% | -35.0% |
| YTD | +16.4% | -90.8% | +107.2% | +36.5% |
| 1Y | +48.9% | -97.7% | +146.6% | +99.2% |
| All | +48.9% | -97.6% | +146.4% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling