+808.3%
IWM vs CIEN
-11.4%
+819.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +0.1% | -15.2% | +15.3% | +3.2% |
| 30D | -1.3% | -21.5% | +20.2% | +3.0% |
| 3M | +1.6% | -40.1% | +41.7% | +10.9% |
| 6M | +13.6% | -6.6% | +20.1% | +11.3% |
| YTD | +20.8% | +37.3% | -16.5% | +8.5% |
| 1Y | +26.4% | +174.5% | -148.1% | -2.1% |
| 3Y | +60.7% | +562.3% | -501.6% | +0.4% |
| 5Y | +38.2% | +463.9% | -425.8% | -12.5% |
| 10Y | +169.5% | +1,302.4% | -1,132.9% | +37.9% |
| All | +808.3% | -11.4% | +819.7% | +295.3% |
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 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