+973.2%
IGV vs CDNS
+1,520.7%
-547.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -0.5% |
| 7D | -4.5% | -14.0% | +9.5% | +2.0% |
| 30D | +3.2% | -13.2% | +16.4% | +9.7% |
| 3M | +4.5% | -28.9% | +33.4% | +20.7% |
| 6M | +22.1% | -4.2% | +26.3% | +23.2% |
| YTD | -1.0% | -6.4% | +5.3% | +0.5% |
| 1Y | -2.1% | -16.2% | +14.1% | +3.9% |
| 3Y | +44.6% | +20.2% | +24.4% | +27.4% |
| 5Y | +22.2% | +76.6% | -54.5% | -9.3% |
| 10Y | +364.7% | +1,029.7% | -664.9% | +63.1% |
| All | +973.2% | +1,520.7% | -547.5% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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