+776.1%
IVV vs CDNS
+1,827.2%
-1,051.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.7% |
| 7D | +0.1% | -14.0% | +14.1% | +4.3% |
| 30D | +0.1% | -13.2% | +13.2% | +3.9% |
| 3M | +2.0% | -28.9% | +30.9% | +11.6% |
| 6M | +13.0% | -4.2% | +17.2% | +12.9% |
| YTD | +13.6% | -6.4% | +20.0% | +13.6% |
| 1Y | +20.1% | -16.2% | +36.3% | +23.4% |
| 3Y | +77.6% | +20.2% | +57.4% | +60.4% |
| 5Y | +82.5% | +76.6% | +5.8% | +45.0% |
| 10Y | +316.5% | +1,029.7% | -713.1% | +96.4% |
| All | +776.1% | +1,827.2% | -1,051.1% | +172.5% |
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