+1,425.5%
CDNS vs IYR
+700.6%
+724.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.5% |
| 7D | -14.0% | -1.2% | -12.8% | -13.3% |
| 30D | -13.2% | -2.9% | -10.3% | -11.6% |
| 3M | -28.9% | +0.8% | -29.7% | -29.6% |
| 6M | -4.2% | +1.9% | -6.0% | -6.0% |
| YTD | -6.4% | +9.6% | -16.0% | -12.5% |
| 1Y | -16.2% | +8.1% | -24.3% | -21.1% |
| 3Y | +20.2% | +29.2% | -9.0% | -0.5% |
| 5Y | +76.6% | +4.3% | +72.3% | +69.0% |
| 10Y | +1,029.7% | +64.7% | +965.0% | +691.2% |
| All | +1,425.5% | +700.6% | +724.9% | +240.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling