+1,109.1%
CDNS vs IBB
+566.2%
+542.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.0% | +1.5% |
| 7D | -2.4% | -1.8% | -0.6% | -1.2% |
| 30D | -10.2% | +5.1% | -15.2% | -13.2% |
| 3M | -5.5% | +10.7% | -16.2% | -12.5% |
| 6M | -9.9% | +22.9% | -32.7% | -22.8% |
| YTD | +2.3% | +26.7% | -24.3% | -14.3% |
| 1Y | -1.4% | +35.1% | -36.5% | -21.2% |
| 3Y | +28.1% | +80.2% | -52.1% | -17.1% |
| 5Y | +79.7% | +37.8% | +41.9% | +40.1% |
| 10Y | +1,183.3% | +161.2% | +1,022.1% | +541.1% |
| All | +1,109.1% | +566.2% | +542.9% | +174.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling