+1,005.1%
CDNS vs IBB
+122.6%
+882.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.8% | -1.4% |
| 7D | -9.2% | -1.7% | -7.6% | -8.1% |
| 30D | -16.3% | +4.9% | -21.1% | -19.4% |
| 3M | -27.9% | +24.2% | -52.2% | -39.0% |
| 6M | -4.3% | +23.8% | -28.2% | -19.2% |
| YTD | -9.1% | +23.0% | -32.1% | -22.9% |
| 1Y | -21.2% | +46.2% | -67.4% | -41.5% |
| 3Y | +19.4% | +64.8% | -45.4% | -20.3% |
| 5Y | +71.6% | +20.9% | +50.7% | +43.3% |
| 10Y | +1,005.1% | +121.6% | +883.5% | +554.5% |
| All | +1,005.1% | +122.6% | +882.4% | +554.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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