+2.2%
CDNS vs IOVA
+207.9%
-205.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.2% |
| 7D | +1.0% | -3.5% | +4.4% | +1.1% |
| 30D | -2.0% | -45.4% | +43.4% | -0.5% |
| 3M | -0.2% | +19.0% | -19.3% | -1.7% |
| 6M | -8.9% | +112.0% | -120.9% | -13.4% |
| YTD | +3.3% | +184.2% | -180.9% | -6.2% |
| 1Y | +2.2% | +222.0% | -219.8% | -7.4% |
| All | +2.2% | +207.9% | -205.7% | -7.4% |
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