+363.6%
IGV vs CIEN
+1,159.7%
-796.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.8% |
| 7D | +2.3% | +15.3% | -12.9% | -1.2% |
| 30D | -6.0% | -22.0% | +16.0% | -1.4% |
| 3M | -4.8% | -36.6% | +31.9% | +3.5% |
| 6M | +14.2% | -51.5% | +65.7% | +29.8% |
| YTD | -4.2% | +20.0% | -24.2% | -19.5% |
| 1Y | -5.3% | +44.5% | -49.7% | -25.5% |
| 3Y | +38.8% | +539.0% | -500.3% | -36.7% |
| 5Y | +14.2% | +356.8% | -342.6% | -43.5% |
| All | +363.6% | +1,159.7% | -796.1% | +74.7% |
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