+543.5%
CIEN vs ITOT
+74.3%
+469.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.6% | +3.2% |
| 7D | +8.9% | -0.9% | +9.8% | +10.4% |
| 30D | -19.1% | -1.5% | -17.6% | -17.3% |
| 3M | -21.5% | +3.6% | -25.1% | -25.1% |
| 6M | +2.8% | +13.7% | -10.9% | -13.5% |
| YTD | +49.5% | +12.9% | +36.5% | +27.5% |
| 1Y | +163.8% | +17.2% | +146.6% | +116.2% |
| 3Y | +615.8% | +75.6% | +540.2% | +274.2% |
| All | +543.5% | +74.3% | +469.2% | +228.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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