+2,228.9%
CDNS vs IWF
+679.4%
+1,549.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.7% |
| 7D | +7.0% | +5.3% | +1.7% | +0.7% |
| 30D | -0.3% | -8.6% | +8.3% | +10.8% |
| 3M | +3.2% | -6.5% | +9.7% | +11.8% |
| 6M | -6.9% | -5.6% | -1.3% | -0.2% |
| YTD | +6.6% | -1.5% | +8.2% | +9.2% |
| 1Y | +5.6% | -2.8% | +8.5% | +9.8% |
| 3Y | +27.4% | +67.1% | -39.7% | -28.9% |
| 5Y | +83.7% | +57.6% | +26.1% | +10.9% |
| 10Y | +1,215.9% | +390.4% | +825.6% | +116.6% |
| All | +2,228.9% | +679.4% | +1,549.5% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling