+2,309.2%
CDNS vs IRM
+9,658.3%
-7,349.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.2% |
| 7D | -0.1% | -5.3% | +5.2% | +1.7% |
| 30D | -5.5% | -2.3% | -3.2% | -4.8% |
| 3M | +0.5% | -7.4% | +8.0% | +3.0% |
| 6M | -9.6% | -12.2% | +2.6% | -6.0% |
| YTD | +5.3% | +38.6% | -33.3% | -7.0% |
| 1Y | +3.4% | +14.9% | -11.5% | -2.9% |
| 3Y | +25.9% | +108.2% | -82.3% | -4.8% |
| 5Y | +85.8% | +183.8% | -98.1% | +25.3% |
| 10Y | +1,199.9% | +512.6% | +687.3% | +543.5% |
| All | +2,309.2% | +9,658.3% | -7,349.1% | +539.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling