+539.0%
CIEN vs IWD
+85.1%
+453.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -5.0% |
| 7D | +15.3% | +2.3% | +13.0% | +11.3% |
| 30D | -22.0% | +3.6% | -25.6% | -26.3% |
| 3M | -36.6% | +2.2% | -38.8% | -38.9% |
| 6M | -51.5% | +13.0% | -64.4% | -61.0% |
| YTD | +20.0% | +26.5% | -6.6% | -19.9% |
| 1Y | +44.5% | +30.1% | +14.3% | -7.7% |
| 3Y | +539.0% | +84.9% | +454.2% | +133.2% |
| All | +539.0% | +85.1% | +453.9% | +133.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling