+1,026.7%
CDNS vs IAG
+423.2%
+603.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.3% |
| 7D | -6.5% | -4.1% | -2.5% | -6.2% |
| 30D | -13.0% | +10.6% | -23.6% | -13.7% |
| 3M | -26.0% | +35.4% | -61.4% | -27.9% |
| 6M | -2.8% | -9.5% | +6.7% | -2.8% |
| YTD | -8.8% | +21.8% | -30.7% | -10.9% |
| 1Y | -15.8% | +84.1% | -100.0% | -20.4% |
| 3Y | +19.7% | +817.4% | -797.6% | -0.3% |
| 5Y | +70.8% | +830.1% | -759.3% | +37.9% |
| All | +1,026.7% | +423.2% | +603.6% | +825.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling