+78.5%
CDNS vs IBB
+37.5%
+41.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +1.5% |
| 7D | -2.4% | -1.8% | -0.6% | -1.1% |
| 30D | -10.2% | +5.1% | -15.2% | -13.3% |
| 3M | -5.5% | +10.7% | -16.2% | -12.8% |
| 6M | -9.9% | +22.9% | -32.7% | -23.6% |
| YTD | +2.3% | +26.7% | -24.3% | -15.5% |
| 1Y | -1.4% | +35.1% | -36.5% | -22.9% |
| 3Y | +28.1% | +80.2% | -52.1% | -22.5% |
| All | +78.5% | +37.5% | +41.0% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling