+71.5%
CDNS vs IBN
+54.0%
+17.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.9% |
| 7D | -7.2% | -5.1% | -2.1% | -5.2% |
| 30D | -14.3% | -3.5% | -10.7% | -13.0% |
| 3M | -27.2% | +11.3% | -38.5% | -30.4% |
| 6M | -4.5% | +4.4% | -8.9% | -6.5% |
| YTD | -9.0% | -1.8% | -7.1% | -8.7% |
| 1Y | -21.3% | -8.0% | -13.4% | -19.3% |
| 3Y | +19.6% | +27.1% | -7.5% | +2.8% |
| 5Y | +71.5% | +54.5% | +17.0% | +27.5% |
| All | +71.5% | +54.0% | +17.5% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling