+139.9%
IBM vs CIEN
+1,190.2%
-1,050.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.7% | -0.8% |
| 7D | -2.2% | -9.3% | +7.1% | -1.2% |
| 30D | +7.7% | -39.5% | +47.2% | +14.8% |
| 3M | +3.5% | -29.8% | +33.3% | +6.9% |
| 6M | +7.2% | -50.4% | +57.5% | +15.8% |
| YTD | -15.8% | +16.3% | -32.1% | -24.0% |
| 1Y | -19.3% | +30.4% | -49.6% | -29.2% |
| 3Y | +78.0% | +516.6% | -438.6% | +8.0% |
| 5Y | +143.0% | +349.8% | -206.7% | +53.3% |
| 10Y | +139.9% | +1,184.7% | -1,044.8% | +23.8% |
| All | +139.9% | +1,190.2% | -1,050.3% | +23.8% |
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 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