+2,121.3%
CDNS vs IEF
+129.1%
+1,992.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -3.0% |
| 7D | -9.2% | +0.1% | -9.3% | -9.2% |
| 30D | -16.3% | -0.7% | -15.5% | -16.9% |
| 3M | -27.9% | -0.4% | -27.5% | -28.3% |
| 6M | -4.3% | -2.5% | -1.8% | -6.9% |
| YTD | -9.1% | -1.6% | -7.5% | -10.7% |
| 1Y | -21.2% | -1.3% | -19.9% | -22.3% |
| 3Y | +19.4% | +10.1% | +9.3% | +31.1% |
| 5Y | +71.6% | -8.3% | +79.9% | +45.9% |
| 10Y | +1,005.1% | +4.5% | +1,000.6% | +1,048.5% |
| All | +2,121.3% | +129.1% | +1,992.2% | +11,812.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling