+509.1%
CIEN vs IRM
+190.5%
+318.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.5% |
| 7D | -4.6% | +3.0% | -7.6% | -6.5% |
| 30D | -12.8% | -5.2% | -7.6% | -9.9% |
| 3M | -23.1% | -8.0% | -15.0% | -19.0% |
| 6M | +6.1% | +9.2% | -3.1% | +1.6% |
| YTD | +44.5% | +41.0% | +3.5% | +19.3% |
| 1Y | +176.6% | +23.3% | +153.4% | +145.4% |
| 3Y | +601.0% | +102.8% | +498.1% | +379.4% |
| 5Y | +509.1% | +192.8% | +316.3% | +251.0% |
| All | +509.1% | +190.5% | +318.6% | +251.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling