-15.8%
CDNS vs IBN
-8.6%
-7.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -6.5% | -5.5% | -1.1% | -5.4% |
| 30D | -13.0% | -3.4% | -9.6% | -12.3% |
| 3M | -26.0% | +8.7% | -34.7% | -27.0% |
| 6M | -2.8% | +3.7% | -6.6% | -4.2% |
| YTD | -8.8% | -2.4% | -6.5% | -9.3% |
| 1Y | -15.8% | -8.1% | -7.7% | -16.1% |
| All | -15.8% | -8.6% | -7.2% | -16.1% |
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