-21.3%
CDNS vs IOVA
+254.2%
-275.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.3% |
| 7D | -7.2% | -2.2% | -5.0% | -7.1% |
| 30D | -14.3% | +31.7% | -46.0% | -15.1% |
| 3M | -27.2% | +117.3% | -144.5% | -29.7% |
| 6M | -4.5% | +55.8% | -60.3% | -6.4% |
| YTD | -9.0% | +208.8% | -217.7% | -15.2% |
| 1Y | -21.3% | +255.7% | -277.0% | -26.4% |
| All | -21.3% | +254.2% | -275.5% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 1y: compounded portfolio wealth divided by compounded IOVA 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…
1y analysis · Full analysis span regression · 6 months rolling