+1,945.1%
CDNS vs IWD
+726.5%
+1,218.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.2% |
| 7D | -14.0% | -0.3% | -13.7% | -13.7% |
| 30D | -13.2% | +0.6% | -13.7% | -13.7% |
| 3M | -28.9% | +7.2% | -36.1% | -34.2% |
| 6M | -4.2% | +16.2% | -20.4% | -18.7% |
| YTD | -6.4% | +23.3% | -29.7% | -25.6% |
| 1Y | -16.2% | +29.6% | -45.8% | -36.8% |
| 3Y | +20.2% | +70.5% | -50.3% | -32.7% |
| 5Y | +76.6% | +73.5% | +3.2% | -1.4% |
| 10Y | +1,029.7% | +198.3% | +831.4% | +236.1% |
| All | +1,945.1% | +726.5% | +1,218.6% | +93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling