+2,135.3%
CDNS vs IEFA
+215.2%
+1,920.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.4% | -2.4% |
| 7D | -9.2% | +1.2% | -10.4% | -10.3% |
| 30D | -16.3% | -0.6% | -15.7% | -15.7% |
| 3M | -27.9% | +6.2% | -34.1% | -32.2% |
| 6M | -4.3% | +11.2% | -15.5% | -14.0% |
| YTD | -9.1% | +14.2% | -23.3% | -20.5% |
| 1Y | -21.2% | +20.0% | -41.2% | -34.4% |
| 3Y | +19.4% | +68.8% | -49.4% | -28.3% |
| 5Y | +71.6% | +52.7% | +19.0% | +14.2% |
| 10Y | +1,005.1% | +144.2% | +860.8% | +394.4% |
| All | +2,135.3% | +215.2% | +1,920.1% | +664.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling