+3,572.5%
CDNS vs IOVA
-91.6%
+3,664.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.0% |
| 7D | -14.0% | +9.7% | -23.7% | -14.2% |
| 30D | -13.2% | +102.5% | -115.7% | -14.8% |
| 3M | -28.9% | +100.7% | -129.6% | -30.3% |
| 6M | -4.2% | +106.3% | -110.5% | -6.3% |
| YTD | -6.4% | +222.0% | -228.3% | -9.5% |
| 1Y | -16.2% | +299.5% | -315.8% | -19.7% |
| 3Y | +20.2% | +42.9% | -22.8% | +15.8% |
| 5Y | +76.6% | -65.0% | +141.6% | +72.4% |
| 10Y | +1,029.7% | +10.3% | +1,019.4% | +982.9% |
| All | +3,572.5% | -91.6% | +3,664.2% | +3,321.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling