-8.0%
CIEN vs IWF
+727.1%
-735.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -15.2% | +0.5% | -15.7% | -16.1% |
| 30D | -21.5% | -0.4% | -21.1% | -20.8% |
| 3M | -40.1% | -2.6% | -37.5% | -36.8% |
| 6M | -6.6% | +9.1% | -15.7% | -17.1% |
| YTD | +37.3% | +4.5% | +32.8% | +30.5% |
| 1Y | +174.5% | +10.1% | +164.5% | +144.0% |
| 3Y | +562.3% | +77.6% | +484.6% | +185.4% |
| 5Y | +463.9% | +73.7% | +390.2% | +137.0% |
| 10Y | +1,302.4% | +411.5% | +890.8% | -21.8% |
| All | -8.0% | +727.1% | -735.1% | -95.5% |
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