+147.9%
CIEN vs IRM
+5,793.7%
-5,645.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.3% |
| 7D | -15.2% | -0.5% | -14.7% | -15.1% |
| 30D | -21.5% | -8.1% | -13.4% | -18.2% |
| 3M | -40.1% | -9.7% | -30.4% | -36.9% |
| 6M | -6.6% | +10.0% | -16.6% | -10.1% |
| YTD | +37.3% | +43.0% | -5.7% | +15.9% |
| 1Y | +174.5% | +32.7% | +141.9% | +140.2% |
| 3Y | +562.3% | +102.7% | +459.5% | +372.7% |
| 5Y | +463.9% | +187.6% | +276.4% | +234.5% |
| 10Y | +1,302.4% | +420.1% | +882.3% | +483.0% |
| All | +147.9% | +5,793.7% | -5,645.8% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling