+71.6%
CDNS vs IWD
+73.8%
-2.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -1.9% |
| 7D | -9.2% | -0.2% | -9.1% | -9.0% |
| 30D | -16.3% | -0.8% | -15.5% | -15.4% |
| 3M | -27.9% | +8.0% | -36.0% | -34.7% |
| 6M | -4.3% | +18.2% | -22.5% | -22.5% |
| YTD | -9.1% | +22.3% | -31.4% | -29.3% |
| 1Y | -21.2% | +28.9% | -50.1% | -42.5% |
| 3Y | +19.4% | +71.5% | -52.2% | -39.1% |
| 5Y | +71.6% | +73.6% | -2.0% | -11.1% |
| All | +71.6% | +73.8% | -2.2% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling