+2,338.9%
CDNS vs IRM
+9,844.9%
-7,506.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.6% |
| 7D | +7.0% | +8.6% | -1.6% | +4.1% |
| 30D | -0.3% | 0.0% | -0.2% | -0.3% |
| 3M | +3.2% | -7.1% | +10.3% | +5.6% |
| 6M | -6.9% | -7.9% | +1.0% | -4.8% |
| YTD | +6.6% | +41.3% | -34.7% | -6.5% |
| 1Y | +5.6% | +20.7% | -15.1% | -2.5% |
| 3Y | +27.4% | +112.2% | -84.7% | -4.3% |
| 5Y | +83.7% | +191.2% | -107.5% | +22.9% |
| 10Y | +1,215.9% | +524.3% | +691.6% | +547.2% |
| All | +2,338.9% | +9,844.9% | -7,506.0% | +542.9% |
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 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