-16.2%
CDNS vs IWD
+30.5%
-46.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.1% |
| 7D | -14.0% | -0.3% | -13.7% | -13.7% |
| 30D | -13.2% | +0.6% | -13.7% | -13.9% |
| 3M | -28.9% | +7.2% | -36.1% | -35.4% |
| 6M | -4.2% | +16.2% | -20.4% | -22.4% |
| YTD | -6.4% | +23.3% | -29.7% | -29.7% |
| 1Y | -16.2% | +29.6% | -45.8% | -42.7% |
| All | -16.2% | +30.5% | -46.7% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling