+143.5%
IWM vs CIEN
+1,159.7%
-1,016.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.7% |
| 7D | +1.4% | +15.3% | -13.8% | -2.1% |
| 30D | +2.3% | -22.0% | +24.3% | +7.0% |
| 3M | -8.3% | -36.6% | +28.3% | -0.6% |
| 6M | -1.3% | -51.5% | +50.1% | +12.2% |
| YTD | +13.5% | +20.0% | -6.4% | -1.8% |
| 1Y | +18.4% | +44.5% | -26.1% | -3.5% |
| 3Y | +69.6% | +539.0% | -469.4% | -16.7% |
| 5Y | +23.3% | +356.8% | -333.6% | -35.1% |
| All | +143.5% | +1,159.7% | -1,016.2% | -2.9% |
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