+17.0%
CDNS vs IWF
+77.2%
-60.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.7% |
| 7D | -7.2% | +0.5% | -7.7% | -7.8% |
| 30D | -14.3% | -1.4% | -12.9% | -12.7% |
| 3M | -27.2% | +0.4% | -27.6% | -27.8% |
| 6M | -4.5% | +8.5% | -13.0% | -13.5% |
| YTD | -9.0% | +3.7% | -12.6% | -12.4% |
| 1Y | -21.3% | +8.5% | -29.8% | -28.5% |
| All | +17.0% | +77.2% | -60.2% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling