+2,384.7%
CDNS vs IAG
+303.8%
+2,080.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.1% | -3.2% |
| 7D | +1.0% | -7.7% | +8.6% | +1.6% |
| 30D | -2.0% | +1.6% | -3.5% | -2.2% |
| 3M | -0.2% | -2.4% | +2.2% | -0.2% |
| 6M | -8.9% | -7.8% | -1.1% | -8.7% |
| YTD | +3.3% | +5.0% | -1.7% | +1.7% |
| 1Y | +2.2% | +25.7% | -23.5% | -1.0% |
| 3Y | +22.4% | +694.5% | -672.1% | -0.9% |
| 5Y | +78.0% | +421.7% | -343.7% | +44.5% |
| 10Y | +1,175.2% | +382.5% | +792.8% | +880.3% |
| All | +2,384.7% | +303.8% | +2,080.9% | +1,525.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling