+592.2%
CIEN vs IYR
+29.2%
+563.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | -0.3% |
| 7D | -4.6% | -0.9% | -3.6% | -4.1% |
| 30D | -12.8% | -2.4% | -10.5% | -11.6% |
| 3M | -23.1% | -2.0% | -21.1% | -22.8% |
| 6M | +6.1% | +2.5% | +3.6% | +2.8% |
| YTD | +44.5% | +8.3% | +36.2% | +34.4% |
| 1Y | +176.6% | +6.5% | +170.2% | +160.1% |
| All | +592.2% | +29.2% | +563.0% | +457.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling