+21.2%
IGV vs CIEN
+500.1%
-478.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -1.5% | -4.6% | +3.0% | -0.8% |
| 30D | -3.0% | -12.8% | +9.8% | -0.9% |
| 3M | +9.6% | -23.1% | +32.6% | +13.7% |
| 6M | +16.1% | +6.1% | +10.0% | +6.5% |
| YTD | -3.6% | +44.5% | -48.2% | -21.2% |
| 1Y | -7.8% | +176.6% | -184.5% | -39.8% |
| 3Y | +40.0% | +601.0% | -561.0% | -39.7% |
| 5Y | +21.2% | +509.1% | -487.9% | -43.7% |
| All | +21.2% | +500.1% | -478.9% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling