+38.9%
IGV vs CIEN
+600.5%
-561.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | -1.5% | -4.6% | +3.0% | -1.1% |
| 30D | -3.0% | -12.8% | +9.8% | -1.5% |
| 3M | +9.6% | -23.1% | +32.6% | +12.5% |
| 6M | +16.1% | +6.1% | +10.0% | +8.3% |
| YTD | -3.6% | +44.5% | -48.2% | -18.1% |
| 1Y | -7.8% | +176.6% | -184.5% | -35.1% |
| All | +38.9% | +600.5% | -561.7% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling