+607.8%
CIEN vs IRM
+101.2%
+506.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.8% |
| 7D | -5.3% | +1.6% | -6.9% | -6.6% |
| 30D | -17.2% | -4.2% | -13.1% | -14.7% |
| 3M | -26.9% | -5.4% | -21.5% | -24.0% |
| 6M | +16.0% | +12.0% | +4.0% | +8.5% |
| YTD | +45.9% | +42.0% | +3.9% | +16.2% |
| 1Y | +186.8% | +29.9% | +156.9% | +140.4% |
| 3Y | +607.8% | +104.4% | +503.4% | +340.5% |
| All | +607.8% | +101.2% | +506.5% | +340.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling