-1.1%
CDNS vs IYR
+12.4%
-13.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.4% | +2.3% |
| 7D | -3.8% | +6.9% | -10.7% | -2.6% |
| 30D | -6.8% | +10.2% | -17.0% | -5.3% |
| 3M | -3.3% | -0.3% | -2.9% | -2.7% |
| 6M | -5.7% | +3.6% | -9.3% | -4.8% |
| YTD | +5.4% | +12.5% | -7.1% | +3.2% |
| 1Y | -1.1% | +12.4% | -13.6% | -3.1% |
| All | -1.1% | +12.4% | -13.5% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 1y: compounded portfolio wealth divided by compounded IYR 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…
1y analysis · Full analysis span regression · 6 months rolling