+171.7%
IWM vs CIEN
+1,418.4%
-1,246.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -1.1% | -4.6% | +3.4% | -0.3% |
| 30D | -3.1% | -12.8% | +9.7% | -0.5% |
| 3M | +2.2% | -23.1% | +25.3% | +7.1% |
| 6M | +15.1% | +6.1% | +9.0% | +7.9% |
| YTD | +18.6% | +44.5% | -26.0% | +0.5% |
| 1Y | +24.0% | +176.6% | -152.6% | -13.8% |
| 3Y | +63.7% | +601.0% | -537.2% | -19.1% |
| 5Y | +38.2% | +509.1% | -470.9% | -31.1% |
| 10Y | +171.7% | +1,460.5% | -1,288.8% | +3.0% |
| All | +171.7% | +1,418.4% | -1,246.7% | +3.0% |
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