+147.9%
CIEN vs IVZ
+695.2%
-547.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.6% |
| 7D | -15.2% | +0.6% | -15.8% | -15.6% |
| 30D | -21.5% | +4.0% | -25.5% | -23.1% |
| 3M | -40.1% | +18.2% | -58.3% | -44.9% |
| 6M | -6.6% | +32.8% | -39.4% | -19.2% |
| YTD | +37.3% | +28.7% | +8.5% | +19.0% |
| 1Y | +174.5% | +55.4% | +119.2% | +117.5% |
| 3Y | +562.3% | +135.2% | +427.1% | +319.4% |
| 5Y | +463.9% | +64.2% | +399.8% | +305.6% |
| 10Y | +1,302.4% | +64.6% | +1,237.8% | +752.5% |
| All | +147.9% | +695.2% | -547.3% | -3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling