+43.4%
CIEN vs IRE
-97.2%
+140.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +39.6% | -34.1% | -1.6% |
| 7D | -24.1% | -27.2% | +3.1% | -21.3% |
| 30D | -45.5% | -75.1% | +29.6% | -33.8% |
| 3M | -39.7% | -77.9% | +38.1% | -26.9% |
| 6M | -57.8% | -94.6% | +36.8% | -42.8% |
| YTD | +4.1% | -91.5% | +95.6% | +22.2% |
| 1Y | +20.8% | -97.8% | +118.6% | +60.7% |
| All | +43.4% | -97.2% | +140.7% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling