+75.4%
IVV vs CIEN
+454.9%
-379.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.1% | -0.3% |
| 7D | -2.7% | -24.1% | +21.4% | +0.4% |
| 30D | -5.4% | -45.5% | +40.1% | +1.3% |
| 3M | -4.1% | -39.7% | +35.7% | +0.8% |
| 6M | +0.7% | -57.8% | +58.5% | +10.1% |
| YTD | +8.7% | +4.1% | +4.7% | +1.3% |
| 1Y | +11.0% | +20.8% | -9.8% | +0.2% |
| 3Y | +75.4% | +463.1% | -387.7% | +12.5% |
| All | +75.4% | +454.9% | -379.5% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling