-9.7%
IGV vs CIEN
+166.8%
-176.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | +0.2% |
| 7D | -2.9% | +8.9% | -11.8% | -3.1% |
| 30D | -1.5% | -19.1% | +17.6% | -0.9% |
| 3M | +11.7% | -21.5% | +33.2% | +12.2% |
| 6M | +18.4% | +2.8% | +15.6% | +14.1% |
| YTD | -3.9% | +49.5% | -53.4% | -13.7% |
| 1Y | -9.7% | +163.8% | -173.5% | -31.3% |
| All | -9.7% | +166.8% | -176.5% | -31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling