+1,146.8%
CIEN vs IYR
+87.3%
+1,059.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.6% |
| 7D | +15.3% | +0.6% | +14.7% | +14.9% |
| 30D | -22.0% | +6.6% | -28.5% | -25.7% |
| 3M | -36.6% | -1.8% | -34.8% | -36.2% |
| 6M | -51.5% | +1.4% | -52.9% | -52.7% |
| YTD | +20.0% | +10.5% | +9.4% | +10.2% |
| 1Y | +44.5% | +10.6% | +33.8% | +32.6% |
| 3Y | +539.0% | +41.8% | +497.2% | +390.4% |
| 5Y | +356.8% | +6.0% | +350.8% | +326.2% |
| All | +1,146.8% | +87.3% | +1,059.5% | +655.9% |
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