+1,044.2%
CDNS vs IJR
+172.1%
+872.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.2% |
| 7D | -1.1% | -2.2% | +1.0% | +0.5% |
| 30D | -10.4% | -4.6% | -5.9% | -7.2% |
| 3M | -24.6% | +0.2% | -24.8% | -24.7% |
| 6M | -1.6% | +14.7% | -16.3% | -11.0% |
| YTD | -7.4% | +18.9% | -26.3% | -18.3% |
| 1Y | -18.4% | +19.9% | -38.4% | -28.5% |
| 3Y | +19.0% | +53.0% | -34.1% | -13.4% |
| 5Y | +73.4% | +40.9% | +32.6% | +34.3% |
| All | +1,044.2% | +172.1% | +872.1% | +463.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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