+1,888.5%
CDNS vs IJR
+1,130.2%
+758.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +1.2% |
| 7D | -7.2% | -1.1% | -6.1% | -6.3% |
| 30D | -14.3% | -3.6% | -10.6% | -11.3% |
| 3M | -27.2% | +2.3% | -29.5% | -28.7% |
| 6M | -4.5% | +14.3% | -18.9% | -15.4% |
| YTD | -9.0% | +19.3% | -28.2% | -22.3% |
| 1Y | -21.3% | +22.6% | -43.9% | -34.6% |
| 3Y | +19.6% | +53.5% | -34.0% | -20.5% |
| 5Y | +71.5% | +39.9% | +31.6% | +23.9% |
| 10Y | +1,036.6% | +172.1% | +864.5% | +293.0% |
| All | +1,888.5% | +1,130.2% | +758.2% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling