+74.4%
CIEN vs IRE
-97.5%
+171.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +12.1% | -3.3% | +6.7% |
| 7D | +8.7% | -15.1% | +23.9% | +10.0% |
| 30D | -26.9% | -71.4% | +44.5% | -13.1% |
| 3M | -23.6% | -81.2% | +57.6% | -5.1% |
| 6M | -49.1% | -93.7% | +44.7% | -31.8% |
| YTD | +26.6% | -92.2% | +118.8% | +50.3% |
| 1Y | +42.7% | -97.3% | +140.0% | +85.4% |
| All | +74.4% | -97.5% | +171.9% | +123.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling