+763.2%
IWM vs CIEN
-24.9%
+788.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +11.8% | -9.3% | +0.2% |
| 7D | +0.3% | -9.3% | +9.6% | +1.8% |
| 30D | +0.6% | -39.5% | +40.1% | +9.8% |
| 3M | -6.2% | -29.8% | +23.6% | -1.7% |
| 6M | -0.8% | -50.4% | +49.6% | +9.8% |
| YTD | +14.8% | +16.3% | -1.6% | +4.6% |
| 1Y | +16.1% | +30.4% | -14.2% | +2.9% |
| 3Y | +71.5% | +516.6% | -445.1% | +6.7% |
| 5Y | +25.8% | +349.8% | -324.0% | -18.1% |
| 10Y | +155.4% | +1,184.7% | -1,029.3% | +30.8% |
| All | +763.2% | -24.9% | +788.1% | +281.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling