+1,385.1%
CDNS vs IBN
+1,760.3%
-375.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.2% |
| 7D | +1.0% | +1.9% | -0.9% | +0.5% |
| 30D | -2.0% | +22.1% | -24.1% | -7.0% |
| 3M | -0.2% | +17.1% | -17.3% | -4.4% |
| 6M | -8.9% | +35.5% | -44.4% | -16.0% |
| YTD | +3.3% | +16.8% | -13.5% | -1.2% |
| 1Y | +2.2% | +12.4% | -10.2% | -1.3% |
| 3Y | +22.4% | +58.0% | -35.7% | +7.3% |
| 5Y | +78.0% | +73.7% | +4.3% | +52.2% |
| 10Y | +1,175.2% | +385.6% | +789.6% | +698.9% |
| All | +1,385.1% | +1,760.3% | -375.2% | +474.1% |
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 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