+73.1%
IVV vs CIEN
+356.6%
-283.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.3% |
| 7D | +2.6% | +15.3% | -12.7% | +0.1% |
| 30D | -2.0% | -22.0% | +20.0% | +1.1% |
| 3M | -2.8% | -36.6% | +33.9% | +2.9% |
| 6M | +2.2% | -51.5% | +53.6% | +11.8% |
| YTD | +11.5% | +20.0% | -8.4% | -0.1% |
| 1Y | +13.5% | +44.5% | -31.0% | -3.0% |
| 3Y | +78.1% | +539.0% | -461.0% | +0.4% |
| All | +73.1% | +356.6% | -283.5% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling