+84.5%
CDNS vs IOVA
-67.3%
+151.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +5.1% |
| 7D | +2.1% | +1.9% | +0.3% | +2.0% |
| 30D | -4.6% | -44.1% | +39.5% | -1.7% |
| 3M | -0.8% | +28.9% | -29.7% | -3.9% |
| 6M | -7.2% | +125.7% | -132.9% | -14.7% |
| YTD | +7.7% | +199.3% | -191.6% | -4.3% |
| 1Y | +3.5% | +255.2% | -251.7% | -9.4% |
| 3Y | +31.2% | +106.8% | -75.6% | +11.2% |
| 5Y | +84.5% | -67.1% | +151.6% | +72.7% |
| All | +84.5% | -67.3% | +151.8% | +72.7% |
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