+71.5%
CDNS vs IVZ
+61.5%
+10.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.9% |
| 3M | -27.2% | +15.7% | -42.9% | -31.9% |
| 6M | -4.5% | +36.3% | -40.8% | -17.0% |
| YTD | -9.0% | +24.9% | -33.9% | -18.0% |
| 1Y | -21.3% | +48.9% | -70.3% | -34.5% |
| 3Y | +19.6% | +136.8% | -117.2% | -21.9% |
| 5Y | +71.5% | +60.0% | +11.6% | +25.8% |
| All | +71.5% | +61.5% | +10.1% | +25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling