+313.7%
IVV vs CIEN
+1,400.2%
-1,086.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.3% | -6.9% | -1.9% |
| 7D | +0.5% | -5.3% | +5.8% | +1.4% |
| 30D | -1.0% | -17.2% | +16.3% | +2.1% |
| 3M | +3.9% | -26.9% | +30.7% | +8.9% |
| 6M | +14.5% | +16.0% | -1.5% | +6.3% |
| YTD | +12.9% | +45.9% | -33.0% | -1.8% |
| 1Y | +19.4% | +186.8% | -167.4% | -12.4% |
| 3Y | +78.8% | +607.8% | -529.0% | -0.4% |
| 5Y | +82.2% | +506.7% | -424.5% | +2.6% |
| 10Y | +313.7% | +1,438.7% | -1,125.1% | +89.7% |
| All | +313.7% | +1,400.2% | -1,086.5% | +89.7% |
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 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