+136.5%
IBM vs CIEN
+1,433.2%
-1,296.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.3% | -7.5% | -2.2% |
| 7D | +0.3% | -5.3% | +5.6% | +1.0% |
| 30D | -1.5% | -17.2% | +15.8% | +0.9% |
| 3M | -16.8% | -26.9% | +10.1% | -13.8% |
| 6M | -9.0% | +16.0% | -25.0% | -14.6% |
| YTD | -20.1% | +45.9% | -66.0% | -29.2% |
| 1Y | -7.0% | +186.8% | -193.8% | -28.6% |
| 3Y | +72.4% | +607.8% | -535.4% | +4.5% |
| 5Y | +112.0% | +506.7% | -394.8% | +28.6% |
| All | +136.5% | +1,433.2% | -1,296.7% | +17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling