+19.4%
CDNS vs IAG
+797.8%
-778.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.8% |
| 7D | -9.2% | +4.3% | -13.5% | -9.6% |
| 30D | -16.3% | +9.8% | -26.0% | -17.0% |
| 3M | -27.9% | +28.9% | -56.8% | -29.9% |
| 6M | -4.3% | -7.6% | +3.3% | -4.5% |
| YTD | -9.1% | +22.0% | -31.1% | -11.6% |
| 1Y | -21.2% | +99.5% | -120.7% | -27.3% |
| 3Y | +19.4% | +818.3% | -798.9% | +1.8% |
| All | +19.4% | +797.8% | -778.4% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling