+17.0%
CDNS vs IEF
+10.0%
+7.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -7.2% | -0.3% | -6.9% | -7.1% |
| 30D | -14.3% | -0.6% | -13.7% | -14.1% |
| 3M | -27.2% | -1.0% | -26.2% | -27.0% |
| 6M | -4.5% | -3.1% | -1.4% | -4.2% |
| YTD | -9.0% | -1.9% | -7.1% | -8.7% |
| 1Y | -21.3% | -1.4% | -20.0% | -21.1% |
| All | +17.0% | +10.0% | +7.0% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling