+54.2%
CDNS vs IOT
+61.2%
-7.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -9.2% | +2.8% | -12.0% | -9.9% |
| 30D | -16.3% | -1.8% | -14.5% | -16.0% |
| 3M | -27.9% | +17.9% | -45.8% | -31.5% |
| 6M | -4.3% | +13.5% | -17.9% | -8.7% |
| YTD | -9.1% | +13.3% | -22.4% | -14.0% |
| 1Y | -21.2% | -3.3% | -17.9% | -23.0% |
| 3Y | +19.4% | +31.3% | -12.0% | +4.8% |
| All | +54.2% | +61.2% | -7.1% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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