+73.1%
CDNS vs IJR
+39.2%
+33.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.9% |
| 7D | -6.5% | -2.3% | -4.2% | -4.6% |
| 30D | -13.0% | -4.7% | -8.3% | -9.2% |
| 3M | -26.0% | +2.1% | -28.1% | -27.4% |
| 6M | -2.8% | +13.9% | -16.7% | -13.0% |
| YTD | -8.8% | +18.2% | -27.1% | -20.9% |
| 1Y | -15.8% | +21.8% | -37.7% | -28.9% |
| 3Y | +19.7% | +52.2% | -32.5% | -18.1% |
| All | +73.1% | +39.2% | +33.9% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling