+29.0%
CIEN vs IRE
-97.8%
+126.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.5% | +13.1% | +11.1% |
| 7D | -5.3% | -15.5% | +10.2% | -4.2% |
| 30D | -40.1% | -70.4% | +30.3% | -28.6% |
| 3M | -34.7% | -81.6% | +46.9% | -17.9% |
| 6M | -50.9% | -94.7% | +43.8% | -32.3% |
| YTD | +15.2% | -91.8% | +106.9% | +35.2% |
| All | +29.0% | -97.8% | +126.8% | +71.5% |
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