+607.8%
CIEN vs IVZ
+140.4%
+467.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.5% | +7.4% |
| 7D | -5.3% | +1.1% | -6.4% | -6.1% |
| 30D | -17.2% | +3.1% | -20.3% | -18.7% |
| 3M | -26.9% | +18.2% | -45.0% | -33.2% |
| 6M | +16.0% | +38.6% | -22.6% | -3.0% |
| YTD | +45.9% | +25.9% | +20.0% | +26.0% |
| 1Y | +186.8% | +51.7% | +135.1% | +123.2% |
| 3Y | +607.8% | +138.7% | +469.1% | +310.0% |
| All | +607.8% | +140.4% | +467.4% | +310.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling