+65.3%
CIEN vs IRE
-98.1%
+163.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -14.4% | +9.8% | -2.0% |
| 7D | +15.3% | -31.8% | +47.1% | +22.6% |
| 30D | -22.0% | -71.8% | +49.8% | -6.5% |
| 3M | -36.6% | -88.9% | +52.3% | -14.3% |
| 6M | -51.5% | -95.4% | +43.9% | -31.6% |
| YTD | +20.0% | -94.2% | +114.2% | +49.7% |
| 1Y | +44.5% | -97.1% | +141.5% | +89.8% |
| All | +65.3% | -98.1% | +163.4% | +122.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling