+1,166.2%
CDNS vs IBN
+385.6%
+780.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.2% |
| 7D | +1.0% | +1.9% | -0.9% | +0.4% |
| 30D | -2.0% | +22.1% | -24.1% | -7.8% |
| 3M | -0.2% | +17.1% | -17.3% | -5.0% |
| 6M | -8.9% | +35.5% | -44.4% | -17.1% |
| YTD | +3.3% | +16.8% | -13.5% | -1.9% |
| 1Y | +2.2% | +12.4% | -10.2% | -1.9% |
| 3Y | +22.4% | +58.0% | -35.7% | +4.6% |
| 5Y | +78.0% | +73.7% | +4.3% | +47.2% |
| All | +1,166.2% | +385.6% | +780.6% | +721.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling