+738.6%
IVV vs CIEN
-48.1%
+786.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.1% | -0.5% |
| 7D | -2.7% | -24.1% | +21.4% | +1.1% |
| 30D | -5.4% | -45.5% | +40.1% | +3.1% |
| 3M | -4.1% | -39.7% | +35.7% | +2.0% |
| 6M | +0.7% | -57.8% | +58.5% | +11.9% |
| YTD | +8.7% | +4.1% | +4.7% | +2.9% |
| 1Y | +11.0% | +20.8% | -9.8% | +2.1% |
| 3Y | +75.4% | +463.1% | -387.7% | +22.4% |
| 5Y | +68.3% | +302.3% | -234.0% | +22.0% |
| 10Y | +315.5% | +1,164.4% | -848.8% | +145.6% |
| All | +738.6% | -48.1% | +786.7% | +357.7% |
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 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