+1,044.2%
CDNS vs IFF
-20.3%
+1,064.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -1.1% | -3.2% | +2.0% | -0.1% |
| 30D | -10.4% | -0.3% | -10.2% | -10.4% |
| 3M | -24.6% | +8.4% | -33.0% | -27.0% |
| 6M | -1.6% | +23.0% | -24.7% | -10.0% |
| YTD | -7.4% | +25.5% | -32.9% | -16.3% |
| 1Y | -18.4% | +29.1% | -47.5% | -27.3% |
| 3Y | +19.0% | +31.7% | -12.7% | +3.0% |
| 5Y | +73.4% | -35.2% | +108.6% | +92.1% |
| All | +1,044.2% | -20.3% | +1,064.5% | +986.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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