+741.9%
IWM vs CIEN
-32.9%
+774.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | -0.1% |
| 7D | -2.0% | -24.1% | +22.1% | +2.9% |
| 30D | -1.5% | -45.5% | +44.0% | +9.8% |
| 3M | -8.0% | -39.7% | +31.7% | -0.6% |
| 6M | -4.1% | -57.8% | +53.7% | +9.6% |
| YTD | +11.9% | +4.1% | +7.9% | +4.4% |
| 1Y | +15.0% | +20.8% | -5.8% | +3.5% |
| 3Y | +64.2% | +463.1% | -398.9% | +4.1% |
| 5Y | +20.4% | +302.3% | -281.9% | -19.8% |
| 10Y | +168.0% | +1,164.4% | -996.4% | +37.9% |
| All | +741.9% | -32.9% | +774.8% | +280.4% |
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 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