+1,146.8%
CIEN vs IVZ
+43.7%
+1,103.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.4% | -6.9% | -5.5% |
| 7D | +15.3% | +7.6% | +7.7% | +12.0% |
| 30D | -22.0% | +4.3% | -26.3% | -23.0% |
| 3M | -36.6% | -9.3% | -27.3% | -33.9% |
| 6M | -51.5% | +5.2% | -56.7% | -52.4% |
| YTD | +20.0% | +13.4% | +6.5% | +13.0% |
| 1Y | +44.5% | +25.4% | +19.1% | +31.0% |
| 3Y | +539.0% | +152.5% | +386.5% | +340.5% |
| 5Y | +356.8% | +36.7% | +320.1% | +277.3% |
| All | +1,146.8% | +43.7% | +1,103.2% | +879.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling