-18.4%
CDNS vs IFF
+33.4%
-51.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | -1.1% | -3.2% | +2.0% | -1.0% |
| 30D | -10.4% | -0.3% | -10.2% | -10.4% |
| 3M | -24.6% | +8.4% | -33.0% | -24.9% |
| 6M | -1.6% | +23.0% | -24.7% | -3.3% |
| YTD | -7.4% | +25.5% | -32.9% | -9.1% |
| 1Y | -18.4% | +29.1% | -47.5% | -19.0% |
| All | -18.4% | +33.4% | -51.8% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling