+1,413.8%
CDNS vs IBN
+1,772.2%
-358.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -0.1% | +11.1% | -11.2% | -2.8% |
| 30D | -5.5% | +23.9% | -29.3% | -10.7% |
| 3M | +0.5% | +16.3% | -15.8% | -3.5% |
| 6M | -9.6% | +34.2% | -43.8% | -16.4% |
| YTD | +5.3% | +17.6% | -12.2% | +0.6% |
| 1Y | +3.4% | +13.8% | -10.5% | -0.5% |
| 3Y | +25.9% | +57.0% | -31.1% | +10.6% |
| 5Y | +85.8% | +75.3% | +10.4% | +58.5% |
| 10Y | +1,199.9% | +388.7% | +811.2% | +713.2% |
| All | +1,413.8% | +1,772.2% | -358.3% | +484.3% |
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