+1,945.1%
CDNS vs IWF
+727.1%
+1,218.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -14.0% | +0.5% | -14.5% | -14.5% |
| 30D | -13.2% | -0.4% | -12.8% | -12.7% |
| 3M | -28.9% | -2.6% | -26.3% | -26.7% |
| 6M | -4.2% | +9.1% | -13.3% | -13.4% |
| YTD | -6.4% | +4.5% | -10.8% | -10.6% |
| 1Y | -16.2% | +10.1% | -26.3% | -24.8% |
| 3Y | +20.2% | +77.6% | -57.5% | -37.6% |
| 5Y | +76.6% | +73.7% | +2.9% | -4.8% |
| 10Y | +1,029.7% | +411.5% | +618.1% | +76.9% |
| All | +1,945.1% | +727.1% | +1,218.0% | +60.4% |
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