+1,026.7%
CDNS vs IVZ
+64.1%
+962.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -6.5% | -2.4% | -4.2% | -5.8% |
| 30D | -13.0% | +2.5% | -15.5% | -13.7% |
| 3M | -26.0% | +17.1% | -43.1% | -30.1% |
| 6M | -2.8% | +35.1% | -38.0% | -12.8% |
| YTD | -8.8% | +24.3% | -33.1% | -16.0% |
| 1Y | -15.8% | +48.7% | -64.5% | -27.1% |
| 3Y | +19.7% | +135.6% | -115.9% | -13.5% |
| 5Y | +70.8% | +60.3% | +10.4% | +35.7% |
| All | +1,026.7% | +64.1% | +962.6% | +765.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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