+1,431.9%
CIEN vs IYR
+68.4%
+1,363.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.4% |
| 7D | +5.4% | -2.8% | +8.2% | +7.5% |
| 30D | -13.7% | -2.5% | -11.1% | -12.2% |
| 3M | -23.0% | -3.0% | -20.1% | -22.1% |
| 6M | -0.8% | +1.6% | -2.5% | -2.9% |
| YTD | +43.1% | +7.3% | +35.8% | +34.7% |
| 1Y | +157.6% | +5.6% | +152.0% | +144.9% |
| 3Y | +593.8% | +28.1% | +565.7% | +473.2% |
| 5Y | +520.6% | +6.1% | +514.5% | +481.3% |
| All | +1,431.9% | +68.4% | +1,363.5% | +921.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 10y: compounded portfolio wealth divided by compounded IYR 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…
10y analysis · Full analysis span regression · 6 months rolling