+509.1%
CIEN vs IVZ
+61.5%
+447.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -4.6% | +1.2% | -5.7% | -5.4% |
| 30D | -12.8% | +1.8% | -14.6% | -13.7% |
| 3M | -23.1% | +15.7% | -38.8% | -28.5% |
| 6M | +6.1% | +36.3% | -30.2% | -9.3% |
| YTD | +44.5% | +24.9% | +19.6% | +27.1% |
| 1Y | +176.6% | +48.9% | +127.7% | +123.5% |
| 3Y | +601.0% | +136.8% | +464.1% | +343.1% |
| 5Y | +509.1% | +60.0% | +449.2% | +320.3% |
| All | +509.1% | +61.5% | +447.7% | +320.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling