+1,163.1%
CDNS vs IBKR
+1,318.9%
-155.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | -6.5% | -3.8% | -2.7% | -5.0% |
| 30D | -13.0% | -0.3% | -12.7% | -12.9% |
| 3M | -26.0% | +4.8% | -30.8% | -27.8% |
| 6M | -2.8% | +30.8% | -33.6% | -13.5% |
| YTD | -8.8% | +39.5% | -48.3% | -21.3% |
| 1Y | -15.8% | +43.7% | -59.5% | -28.6% |
| 3Y | +19.7% | +284.7% | -264.9% | -34.5% |
| 5Y | +70.8% | +484.9% | -414.1% | -23.8% |
| 10Y | +1,038.0% | +980.8% | +57.2% | +262.4% |
| All | +1,163.1% | +1,318.9% | -155.8% | +169.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling