+22.4%
CDNS vs IWD
+85.1%
-62.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.4% |
| 7D | +1.0% | +2.3% | -1.3% | -1.8% |
| 30D | -2.0% | +3.6% | -5.5% | -6.1% |
| 3M | -0.2% | +2.2% | -2.4% | -2.8% |
| 6M | -8.9% | +13.0% | -21.9% | -21.7% |
| YTD | +3.3% | +26.5% | -23.2% | -22.7% |
| 1Y | +2.2% | +30.1% | -27.9% | -26.1% |
| 3Y | +22.4% | +84.9% | -62.5% | -37.5% |
| All | +22.4% | +85.1% | -62.8% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling