+14.2%
IGV vs CIEN
-52.8%
+67.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.1% |
| 7D | +2.3% | +15.3% | -12.9% | +1.3% |
| 30D | -6.0% | -22.0% | +16.0% | -5.2% |
| 3M | -4.8% | -36.6% | +31.9% | -3.2% |
| 6M | +14.2% | -51.5% | +65.7% | +16.8% |
| All | +14.2% | -52.8% | +67.0% | +16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling