+19.0%
CDNS vs IJR
+52.1%
-33.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.1% |
| 7D | -1.1% | -2.2% | +1.0% | +0.7% |
| 30D | -10.4% | -4.6% | -5.9% | -6.8% |
| 3M | -24.6% | +0.2% | -24.8% | -24.7% |
| 6M | -1.6% | +14.7% | -16.3% | -11.8% |
| YTD | -7.4% | +18.9% | -26.3% | -19.1% |
| 1Y | -18.4% | +19.9% | -38.4% | -29.2% |
| 3Y | +19.0% | +53.0% | -34.1% | -9.6% |
| All | +19.0% | +52.1% | -33.1% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling