-57.8%
CIEN vs IWD
+10.9%
-68.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.8% | +5.8% |
| 7D | -24.1% | -0.5% | -23.6% | -22.5% |
| 30D | -45.5% | +2.7% | -48.1% | -45.6% |
| 3M | -39.7% | +0.9% | -40.6% | -39.7% |
| 6M | -57.8% | +10.5% | -68.3% | -64.8% |
| All | -57.8% | +10.9% | -68.7% | -64.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling