-41.2%
CIEN vs IYR
+700.6%
-741.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.6% |
| 7D | -15.2% | -1.2% | -13.9% | -14.5% |
| 30D | -21.5% | -2.9% | -18.6% | -19.8% |
| 3M | -40.1% | +0.8% | -40.9% | -41.0% |
| 6M | -6.6% | +1.9% | -8.4% | -8.5% |
| YTD | +37.3% | +9.6% | +27.6% | +27.1% |
| 1Y | +174.5% | +8.1% | +166.5% | +156.4% |
| 3Y | +562.3% | +29.2% | +533.1% | +440.7% |
| 5Y | +463.9% | +4.3% | +459.7% | +436.4% |
| 10Y | +1,302.4% | +64.7% | +1,237.7% | +821.7% |
| All | -41.2% | +700.6% | -741.8% | -87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling