+2,135.2%
CDNS vs IWD
+728.9%
+1,406.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.1% |
| 7D | -2.4% | -0.5% | -2.0% | -1.9% |
| 30D | -10.2% | +2.7% | -12.8% | -12.7% |
| 3M | -5.5% | +0.9% | -6.4% | -6.4% |
| 6M | -9.9% | +10.5% | -20.4% | -19.3% |
| YTD | +2.3% | +23.7% | -21.4% | -18.9% |
| 1Y | -1.4% | +28.7% | -30.1% | -25.3% |
| 3Y | +28.1% | +79.7% | -51.6% | -32.3% |
| 5Y | +79.7% | +69.7% | +10.0% | +2.7% |
| 10Y | +1,183.3% | +211.4% | +971.9% | +263.3% |
| All | +2,135.2% | +728.9% | +1,406.3% | +110.7% |
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