+1,206.3%
CDNS vs IBN
+1,491.4%
-285.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -2.3% |
| 7D | -9.2% | -2.2% | -7.1% | -8.7% |
| 30D | -16.3% | -2.3% | -14.0% | -15.7% |
| 3M | -27.9% | +15.9% | -43.8% | -30.6% |
| 6M | -4.3% | +5.6% | -9.9% | -5.8% |
| YTD | -9.1% | -0.1% | -9.0% | -9.4% |
| 1Y | -21.2% | -6.5% | -14.7% | -20.2% |
| 3Y | +19.4% | +29.3% | -9.9% | +10.4% |
| 5Y | +71.6% | +56.6% | +15.0% | +50.9% |
| 10Y | +1,005.1% | +314.4% | +690.7% | +619.7% |
| All | +1,206.3% | +1,491.4% | -285.2% | +426.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling