+73.1%
CDNS vs IFF
-35.5%
+108.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -6.5% | -2.8% | -3.7% | -5.8% |
| 30D | -13.0% | -1.1% | -11.9% | -12.7% |
| 3M | -26.0% | +13.8% | -39.8% | -29.2% |
| 6M | -2.8% | +16.7% | -19.5% | -8.8% |
| YTD | -8.8% | +26.1% | -35.0% | -17.0% |
| 1Y | -15.8% | +33.5% | -49.3% | -25.3% |
| 3Y | +19.7% | +31.6% | -11.9% | +4.4% |
| All | +73.1% | -35.5% | +108.5% | +104.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling