+71.6%
CDNS vs IOVA
-63.5%
+135.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.9% |
| 7D | -9.2% | +5.1% | -14.3% | -9.6% |
| 30D | -16.3% | +37.2% | -53.5% | -18.2% |
| 3M | -27.9% | +117.5% | -145.4% | -32.5% |
| 6M | -4.3% | +69.6% | -73.9% | -9.4% |
| YTD | -9.1% | +218.7% | -227.8% | -18.5% |
| 1Y | -21.2% | +265.5% | -286.8% | -30.6% |
| 3Y | +19.4% | +46.2% | -26.8% | +5.2% |
| 5Y | +71.6% | -63.2% | +134.9% | +58.0% |
| All | +71.6% | -63.5% | +135.1% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling