+17.0%
CDNS vs IVZ
+133.3%
-116.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.5% |
| 7D | -7.2% | +1.2% | -8.4% | -7.7% |
| 30D | -14.3% | +1.8% | -16.0% | -14.8% |
| 3M | -27.2% | +15.7% | -42.9% | -31.5% |
| 6M | -4.5% | +36.3% | -40.8% | -16.2% |
| YTD | -9.0% | +24.9% | -33.9% | -17.4% |
| 1Y | -21.3% | +48.9% | -70.3% | -33.5% |
| All | +17.0% | +133.3% | -116.3% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling