+1,044.2%
CDNS vs IBKR
+1,011.6%
+32.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.7% |
| 7D | -1.1% | -1.3% | +0.2% | -0.6% |
| 30D | -10.4% | -0.2% | -10.2% | -10.4% |
| 3M | -24.6% | +3.0% | -27.5% | -25.7% |
| 6M | -1.6% | +33.9% | -35.5% | -12.5% |
| YTD | -7.4% | +42.5% | -49.9% | -19.8% |
| 1Y | -18.4% | +44.9% | -63.3% | -30.2% |
| 3Y | +19.0% | +293.0% | -274.0% | -31.9% |
| 5Y | +73.4% | +497.7% | -424.2% | -17.8% |
| All | +1,044.2% | +1,011.6% | +32.6% | +365.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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