+1,188.7%
CIEN vs IWD
+212.1%
+976.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.0% | +8.7% | +8.4% |
| 7D | -5.3% | +1.3% | -6.5% | -6.4% |
| 30D | -40.1% | +3.6% | -43.7% | -42.4% |
| 3M | -34.7% | +2.3% | -37.0% | -36.4% |
| 6M | -50.9% | +13.0% | -63.9% | -57.4% |
| YTD | +15.2% | +26.2% | -11.0% | -11.1% |
| 1Y | +35.2% | +30.5% | +4.7% | +0.9% |
| 3Y | +522.6% | +86.2% | +436.4% | +226.0% |
| 5Y | +344.2% | +72.9% | +271.3% | +153.8% |
| 10Y | +1,188.7% | +205.0% | +983.6% | +227.2% |
| All | +1,188.7% | +212.1% | +976.6% | +227.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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