+973.2%
IGV vs CIEN
+46.0%
+927.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.5% |
| 7D | -4.5% | -15.2% | +10.7% | -1.1% |
| 30D | +3.2% | -21.5% | +24.7% | +8.2% |
| 3M | +4.5% | -40.1% | +44.6% | +15.2% |
| 6M | +22.1% | -6.6% | +28.7% | +17.6% |
| YTD | -1.0% | +37.3% | -38.3% | -14.1% |
| 1Y | -2.1% | +174.5% | -176.7% | -28.9% |
| 3Y | +44.6% | +562.3% | -517.7% | -18.5% |
| 5Y | +22.2% | +463.9% | -441.8% | -29.6% |
| 10Y | +364.7% | +1,302.4% | -937.6% | +106.6% |
| All | +973.2% | +46.0% | +927.1% | +321.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling