+1,438.7%
CIEN vs IWD
+195.2%
+1,243.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +7.3% |
| 7D | -5.3% | -0.2% | -5.1% | -5.3% |
| 30D | -17.2% | -0.8% | -16.5% | -16.8% |
| 3M | -26.9% | +8.0% | -34.9% | -33.6% |
| 6M | +16.0% | +18.2% | -2.2% | -4.0% |
| YTD | +45.9% | +22.3% | +23.6% | +16.3% |
| 1Y | +186.8% | +28.9% | +157.9% | +116.8% |
| 3Y | +607.8% | +71.5% | +536.2% | +303.1% |
| 5Y | +506.7% | +73.6% | +433.1% | +245.4% |
| 10Y | +1,438.7% | +194.7% | +1,244.0% | +345.0% |
| All | +1,438.7% | +195.2% | +1,243.6% | +345.0% |
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