+71.6%
CDNS vs IAU
+139.7%
-68.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.6% |
| 7D | -9.2% | +0.7% | -10.0% | -9.4% |
| 30D | -16.3% | +0.3% | -16.6% | -16.3% |
| 3M | -27.9% | +0.7% | -28.6% | -28.1% |
| 6M | -4.3% | -15.5% | +11.2% | -1.2% |
| YTD | -9.1% | +1.0% | -10.1% | -9.7% |
| 1Y | -21.2% | +19.6% | -40.8% | -25.4% |
| 3Y | +19.4% | +125.4% | -106.1% | -7.5% |
| 5Y | +71.6% | +140.7% | -69.1% | +21.5% |
| All | +71.6% | +139.7% | -68.1% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 5y: compounded portfolio wealth divided by compounded IAU 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…
5y analysis · Full analysis span regression · 6 months rolling