+356.3%
IGV vs CIEN
+1,461.9%
-1,105.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -5.4% | +5.4% | -10.8% | -6.6% |
| 30D | -2.6% | -13.7% | +11.1% | 0.0% |
| 3M | +10.5% | -23.0% | +33.6% | +15.2% |
| 6M | +18.2% | -0.8% | +19.0% | +10.8% |
| YTD | -4.2% | +43.1% | -47.3% | -21.2% |
| 1Y | -9.8% | +157.6% | -167.5% | -38.9% |
| 3Y | +39.1% | +593.8% | -554.7% | -35.7% |
| 5Y | +21.2% | +520.6% | -499.4% | -43.3% |
| All | +356.3% | +1,461.9% | -1,105.6% | +67.5% |
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