+1,199.9%
CDNS vs IWD
+205.2%
+994.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -1.2% |
| 7D | -0.1% | -0.6% | +0.5% | +0.6% |
| 30D | -5.5% | +3.6% | -9.1% | -8.8% |
| 3M | +0.5% | +2.7% | -2.1% | -2.1% |
| 6M | -9.6% | +13.2% | -22.8% | -20.4% |
| YTD | +5.3% | +26.8% | -21.4% | -17.4% |
| 1Y | +3.4% | +29.3% | -25.9% | -20.6% |
| 3Y | +25.9% | +85.1% | -59.3% | -32.3% |
| 5Y | +85.8% | +74.2% | +11.6% | +7.6% |
| 10Y | +1,199.9% | +204.6% | +995.3% | +362.0% |
| All | +1,199.9% | +205.2% | +994.6% | +362.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling