-30.2%
CIEN vs IWD
+728.9%
-759.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.8% | +6.0% |
| 7D | -24.1% | -0.5% | -23.6% | -23.7% |
| 30D | -45.5% | +2.7% | -48.1% | -47.5% |
| 3M | -39.7% | +0.9% | -40.6% | -40.7% |
| 6M | -57.8% | +10.5% | -68.3% | -63.5% |
| YTD | +4.1% | +23.7% | -19.6% | -22.5% |
| 1Y | +20.8% | +28.7% | -7.9% | -14.6% |
| 3Y | +463.1% | +79.7% | +383.4% | +156.0% |
| 5Y | +302.3% | +69.7% | +232.6% | +99.1% |
| 10Y | +1,164.4% | +211.4% | +953.0% | +143.5% |
| All | -30.2% | +728.9% | -759.2% | -96.4% |
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