+1,026.7%
CDNS vs IEF
+4.0%
+1,022.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | 0.0% |
| 7D | -6.5% | -1.2% | -5.3% | -6.7% |
| 30D | -13.0% | -1.5% | -11.5% | -13.1% |
| 3M | -26.0% | -1.7% | -24.3% | -26.2% |
| 6M | -2.8% | -3.5% | +0.7% | -3.3% |
| YTD | -8.8% | -2.6% | -6.2% | -9.2% |
| 1Y | -15.8% | -2.4% | -13.4% | -16.1% |
| 3Y | +19.7% | +8.9% | +10.8% | +21.0% |
| 5Y | +70.8% | -9.2% | +80.0% | +49.4% |
| All | +1,026.7% | +4.0% | +1,022.8% | +1,047.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 10y: compounded portfolio wealth divided by compounded IEF 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…
10y analysis · Full analysis span regression · 6 months rolling