-15.2%
CIEN vs IWD
+749.4%
-764.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.4% | +8.4% | +8.2% |
| 7D | +8.7% | -0.6% | +9.3% | +10.4% |
| 30D | -26.9% | +3.6% | -30.5% | -30.3% |
| 3M | -23.6% | +2.7% | -26.3% | -26.5% |
| 6M | -49.1% | +13.2% | -62.3% | -57.4% |
| YTD | +26.6% | +26.8% | -0.2% | -8.7% |
| 1Y | +42.7% | +29.3% | +13.5% | +0.6% |
| 3Y | +570.8% | +85.1% | +485.7% | +193.2% |
| 5Y | +386.4% | +74.2% | +312.2% | +132.6% |
| 10Y | +1,261.7% | +204.6% | +1,057.1% | +172.5% |
| All | -15.2% | +749.4% | -764.6% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling