-16.2%
CDNS vs IBN
-4.0%
-12.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | -14.0% | +1.4% | -15.4% | -14.2% |
| 30D | -13.2% | -0.3% | -12.8% | -13.1% |
| 3M | -28.9% | +17.1% | -46.0% | -31.0% |
| 6M | -4.2% | +3.4% | -7.6% | -6.2% |
| YTD | -6.4% | +2.5% | -8.9% | -7.7% |
| 1Y | -16.2% | -4.2% | -12.1% | -16.6% |
| All | -16.2% | -4.0% | -12.2% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling