-18.4%
CDNS vs IJH
+14.9%
-33.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.7% |
| 7D | -1.1% | -1.9% | +0.7% | +0.9% |
| 30D | -10.4% | -4.6% | -5.8% | -5.6% |
| 3M | -24.6% | -1.2% | -23.4% | -23.6% |
| 6M | -1.6% | +9.4% | -11.0% | -10.5% |
| YTD | -7.4% | +13.3% | -20.8% | -17.8% |
| 1Y | -18.4% | +13.4% | -31.8% | -25.3% |
| All | -18.4% | +14.9% | -33.3% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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