+24.0%
IWM vs CIEN
+184.0%
-160.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | -1.1% | -4.6% | +3.4% | -0.7% |
| 30D | -3.1% | -12.8% | +9.7% | -1.8% |
| 3M | +2.2% | -23.1% | +25.3% | +4.7% |
| 6M | +15.1% | +6.1% | +9.0% | +11.3% |
| YTD | +18.6% | +44.5% | -26.0% | +8.8% |
| 1Y | +24.0% | +176.6% | -152.6% | -1.8% |
| All | +24.0% | +184.0% | -160.0% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling