-15.8%
CDNS vs IYR
+5.4%
-21.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.2% |
| 7D | -6.5% | -2.8% | -3.7% | -6.4% |
| 30D | -13.0% | -2.5% | -10.5% | -12.9% |
| 3M | -26.0% | -3.0% | -23.1% | -25.9% |
| 6M | -2.8% | +1.6% | -4.5% | -5.2% |
| YTD | -8.8% | +7.3% | -16.1% | -13.4% |
| 1Y | -15.8% | +5.6% | -21.4% | -19.0% |
| All | -15.8% | +5.4% | -21.2% | -19.0% |
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