+3,463.7%
CDNS vs IVZ
+1,090.9%
+2,372.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.1% |
| 7D | -9.2% | +1.1% | -10.3% | -9.7% |
| 30D | -16.3% | +3.1% | -19.3% | -17.2% |
| 3M | -27.9% | +18.2% | -46.1% | -32.8% |
| 6M | -4.3% | +38.6% | -42.9% | -16.5% |
| YTD | -9.1% | +25.9% | -35.0% | -17.7% |
| 1Y | -21.2% | +51.7% | -72.9% | -34.0% |
| 3Y | +19.4% | +138.7% | -119.3% | -19.1% |
| 5Y | +71.6% | +62.8% | +8.8% | +31.5% |
| 10Y | +1,005.1% | +60.9% | +944.1% | +641.3% |
| All | +3,463.7% | +1,090.9% | +2,372.8% | +761.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling