+163.8%
CIEN vs IYR
+6.2%
+157.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.8% | +3.7% | +4.4% |
| 7D | +8.9% | -1.4% | +10.3% | +9.0% |
| 30D | -19.1% | -2.7% | -16.4% | -18.9% |
| 3M | -21.5% | -2.1% | -19.4% | -22.2% |
| 6M | +2.8% | +3.6% | -0.8% | -2.6% |
| YTD | +49.5% | +8.1% | +41.3% | +43.0% |
| 1Y | +163.8% | +4.7% | +159.1% | +152.6% |
| All | +163.8% | +6.2% | +157.6% | +152.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling