+38.8%
IGV vs CIEN
+538.9%
-500.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.4% |
| 7D | +2.3% | +15.3% | -12.9% | +0.2% |
| 30D | -6.0% | -22.0% | +16.0% | -3.3% |
| 3M | -4.8% | -36.6% | +31.9% | +0.2% |
| 6M | +14.2% | -51.5% | +65.7% | +24.0% |
| YTD | -4.2% | +20.0% | -24.2% | -17.1% |
| 1Y | -5.3% | +44.5% | -49.7% | -22.5% |
| 3Y | +38.8% | +539.0% | -500.3% | -29.1% |
| All | +38.8% | +538.9% | -500.1% | -29.1% |
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