+1,146.8%
CIEN vs IRM
+520.0%
+626.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.2% |
| 7D | +15.3% | +6.8% | +8.5% | +11.5% |
| 30D | -22.0% | +2.6% | -24.6% | -22.3% |
| 3M | -36.6% | -9.5% | -27.2% | -32.5% |
| 6M | -51.5% | -8.5% | -43.0% | -48.4% |
| YTD | +20.0% | +40.3% | -20.3% | +4.5% |
| 1Y | +44.5% | +28.7% | +15.8% | +31.2% |
| 3Y | +539.0% | +111.8% | +427.2% | +370.1% |
| 5Y | +356.8% | +189.1% | +167.7% | +193.9% |
| All | +1,146.8% | +520.0% | +626.9% | +454.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling