-15.7%
CIEN vs IWF
+679.4%
-695.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.1% |
| 7D | +27.4% | +5.3% | +22.1% | +18.1% |
| 30D | -26.6% | -8.6% | -18.0% | -13.1% |
| 3M | -32.0% | -6.5% | -25.4% | -21.7% |
| 6M | -49.1% | -5.6% | -43.4% | -41.7% |
| YTD | +25.7% | -1.5% | +27.2% | +35.6% |
| 1Y | +40.3% | -2.8% | +43.2% | +56.0% |
| 3Y | +566.2% | +67.1% | +499.0% | +227.9% |
| 5Y | +378.7% | +57.6% | +321.1% | +143.7% |
| 10Y | +1,252.3% | +390.4% | +861.9% | -17.1% |
| All | -15.7% | +679.4% | -695.1% | -95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling