+556.9%
CIEN vs ITOT
+885.8%
-328.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.2% |
| 7D | -4.6% | -0.4% | -4.2% | -4.3% |
| 30D | -12.8% | -1.6% | -11.2% | -10.9% |
| 3M | -23.1% | +3.5% | -26.6% | -26.4% |
| 6M | +6.1% | +13.1% | -7.0% | -9.4% |
| YTD | +44.5% | +12.7% | +31.8% | +24.5% |
| 1Y | +176.6% | +18.3% | +158.3% | +125.3% |
| 3Y | +601.0% | +76.4% | +524.6% | +244.0% |
| 5Y | +509.1% | +73.8% | +435.4% | +203.9% |
| 10Y | +1,460.5% | +301.2% | +1,159.3% | +122.7% |
| All | +556.9% | +885.8% | -328.9% | -71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling