+151.9%
IWM vs CDNS
+1,225.5%
-1,073.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | +1.9% | -5.5% | +7.4% | +3.7% |
| 3M | -5.7% | +0.5% | -6.2% | -6.7% |
| 6M | -0.3% | -9.6% | +9.3% | +1.7% |
| YTD | +15.8% | +5.3% | +10.4% | +10.0% |
| 1Y | +17.1% | +3.4% | +13.7% | +11.9% |
| 3Y | +73.1% | +25.9% | +47.2% | +46.0% |
| 5Y | +25.9% | +85.8% | -59.9% | -13.1% |
| 10Y | +151.9% | +1,199.9% | -1,048.0% | -15.0% |
| All | +151.9% | +1,225.5% | -1,073.6% | -15.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling