+592.2%
CIEN vs IWF
+77.2%
+515.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.3% |
| 7D | -4.6% | +0.5% | -5.1% | -5.6% |
| 30D | -12.8% | -1.4% | -11.4% | -10.8% |
| 3M | -23.1% | +0.4% | -23.5% | -22.9% |
| 6M | +6.1% | +8.5% | -2.3% | -4.6% |
| YTD | +44.5% | +3.7% | +40.8% | +39.2% |
| 1Y | +176.6% | +8.5% | +168.1% | +153.3% |
| All | +592.2% | +77.2% | +515.0% | +308.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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