+309.6%
IVV vs CIEN
+1,252.1%
-942.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.7% | -8.3% | +0.3% |
| 7D | +0.1% | -5.3% | +5.4% | +0.7% |
| 30D | -3.3% | -40.1% | +36.8% | +5.5% |
| 3M | -2.4% | -34.7% | +32.3% | +3.6% |
| 6M | +2.6% | -50.9% | +53.5% | +13.6% |
| YTD | +11.3% | +15.2% | -3.9% | -0.4% |
| 1Y | +13.4% | +35.2% | -21.7% | -2.9% |
| 3Y | +80.3% | +522.6% | -442.3% | +0.6% |
| 5Y | +72.7% | +344.2% | -271.5% | +2.1% |
| 10Y | +309.6% | +1,188.7% | -879.0% | +95.9% |
| All | +309.6% | +1,252.1% | -942.4% | +95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling