+66.7%
IWM vs CIEN
+567.4%
-500.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +0.1% | -15.2% | +15.3% | +2.9% |
| 30D | -1.3% | -21.5% | +20.2% | +2.6% |
| 3M | +1.6% | -40.1% | +41.7% | +10.2% |
| 6M | +13.6% | -6.6% | +20.1% | +10.5% |
| YTD | +20.8% | +37.3% | -16.5% | +7.1% |
| 1Y | +26.4% | +174.5% | -148.1% | -5.9% |
| All | +66.7% | +567.4% | -500.6% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling