+18.4%
IWM vs CIEN
+35.5%
-17.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.2% |
| 7D | +1.4% | +15.3% | -13.8% | -0.2% |
| 30D | +2.3% | -22.0% | +24.3% | +4.2% |
| 3M | -8.3% | -36.6% | +28.3% | -4.9% |
| 6M | -1.3% | -51.5% | +50.1% | +4.6% |
| YTD | +13.5% | +20.0% | -6.4% | +8.0% |
| 1Y | +18.4% | +44.5% | -26.1% | +9.4% |
| All | +18.4% | +35.5% | -17.1% | +9.4% |
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