+1,026.7%
CDNS vs IWF
+418.7%
+608.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +1.2% |
| 7D | -6.5% | -1.7% | -4.8% | -4.6% |
| 30D | -13.0% | -1.8% | -11.2% | -10.9% |
| 3M | -26.0% | +1.5% | -27.5% | -27.5% |
| 6M | -2.8% | +7.7% | -10.5% | -10.9% |
| YTD | -8.8% | +2.7% | -11.6% | -11.2% |
| 1Y | -15.8% | +6.8% | -22.6% | -21.7% |
| 3Y | +19.7% | +76.9% | -57.1% | -37.8% |
| 5Y | +70.8% | +73.4% | -2.6% | -7.9% |
| All | +1,026.7% | +418.7% | +608.1% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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