+144.5%
IBM vs CIEN
+1,418.4%
-1,273.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.3% | +3.5% |
| 7D | +3.6% | -4.6% | +8.1% | +4.1% |
| 30D | +1.5% | -12.8% | +14.4% | +3.1% |
| 3M | -12.9% | -23.1% | +10.2% | -10.6% |
| 6M | -3.9% | +6.1% | -10.0% | -8.3% |
| YTD | -17.3% | +44.5% | -61.9% | -26.7% |
| 1Y | -5.0% | +176.6% | -181.6% | -26.6% |
| 3Y | +78.2% | +601.0% | -522.7% | +8.2% |
| 5Y | +120.6% | +509.1% | -388.5% | +33.6% |
| 10Y | +144.5% | +1,460.5% | -1,316.0% | +21.8% |
| All | +144.5% | +1,418.4% | -1,273.9% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CIEN 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling