+776.1%
IVV vs CIEN
-31.5%
+807.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | +0.1% | -15.2% | +15.3% | +2.6% |
| 30D | +0.1% | -21.5% | +21.6% | +3.4% |
| 3M | +2.0% | -40.1% | +42.1% | +9.1% |
| 6M | +13.0% | -6.6% | +19.6% | +11.1% |
| YTD | +13.6% | +37.3% | -23.7% | +4.3% |
| 1Y | +20.1% | +174.5% | -154.5% | -1.9% |
| 3Y | +77.6% | +562.3% | -484.7% | +22.4% |
| 5Y | +82.5% | +463.9% | -381.5% | +27.0% |
| 10Y | +316.5% | +1,302.4% | -985.8% | +144.7% |
| All | +776.1% | -31.5% | +807.6% | +363.8% |
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