+1,235.1%
CDNS vs IWD
+203.8%
+1,031.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +2.4% | +1.6% | +0.9% | +0.9% |
| 30D | -6.0% | +3.6% | -9.6% | -9.3% |
| 3M | -0.1% | +2.0% | -2.1% | -2.1% |
| 6M | -8.6% | +13.1% | -21.6% | -19.4% |
| YTD | +6.1% | +26.2% | -20.1% | -16.4% |
| 1Y | +0.8% | +29.6% | -28.7% | -22.8% |
| 3Y | +26.8% | +84.3% | -57.5% | -31.5% |
| 5Y | +86.9% | +73.4% | +13.4% | +8.7% |
| 10Y | +1,235.1% | +202.4% | +1,032.7% | +388.8% |
| All | +1,235.1% | +203.8% | +1,031.3% | +388.8% |
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