+1,044.2%
CDNS vs IEFA
+148.3%
+895.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.5% | +0.5% |
| 7D | -1.1% | -1.6% | +0.4% | +0.6% |
| 30D | -10.4% | -1.5% | -9.0% | -8.9% |
| 3M | -24.6% | +3.4% | -28.0% | -27.3% |
| 6M | -1.6% | +9.5% | -11.1% | -11.2% |
| YTD | -7.4% | +13.0% | -20.5% | -19.4% |
| 1Y | -18.4% | +18.0% | -36.4% | -32.3% |
| 3Y | +19.0% | +65.4% | -46.4% | -31.4% |
| 5Y | +73.4% | +51.6% | +21.9% | +10.9% |
| All | +1,044.2% | +148.3% | +895.9% | +359.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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