+1,026.7%
CDNS vs IRM
+430.1%
+596.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.9% |
| 7D | -6.5% | -1.8% | -4.7% | -5.9% |
| 30D | -13.0% | -7.8% | -5.2% | -10.4% |
| 3M | -26.0% | -7.9% | -18.2% | -24.1% |
| 6M | -2.8% | +6.3% | -9.2% | -6.0% |
| YTD | -8.8% | +38.2% | -47.0% | -20.5% |
| 1Y | -15.8% | +19.8% | -35.7% | -22.8% |
| 3Y | +19.7% | +98.8% | -79.0% | -10.7% |
| 5Y | +70.8% | +191.8% | -121.0% | +9.8% |
| All | +1,026.7% | +430.1% | +596.6% | +460.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling