+938.5%
IGV vs CDNS
+1,688.5%
-750.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +1.1% |
| 7D | +2.3% | +1.0% | +1.4% | +1.8% |
| 30D | -6.0% | -2.0% | -4.0% | -5.5% |
| 3M | -4.8% | -0.2% | -4.6% | -5.5% |
| 6M | +14.2% | -8.9% | +23.1% | +17.2% |
| YTD | -4.2% | +3.3% | -7.6% | -7.6% |
| 1Y | -5.3% | +2.2% | -7.5% | -8.2% |
| 3Y | +38.8% | +22.4% | +16.4% | +20.4% |
| 5Y | +14.2% | +78.0% | -63.8% | -16.2% |
| 10Y | +357.6% | +1,175.2% | -817.6% | +51.4% |
| All | +938.5% | +1,688.5% | -750.0% | +144.4% |
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