+741.9%
IWM vs CDNS
+2,135.2%
-1,393.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.1% |
| 7D | -2.0% | -2.4% | +0.4% | -1.2% |
| 30D | -1.5% | -10.2% | +8.7% | +1.8% |
| 3M | -8.0% | -5.5% | -2.5% | -7.0% |
| 6M | -4.1% | -9.9% | +5.8% | -2.2% |
| YTD | +11.9% | +2.3% | +9.6% | +8.2% |
| 1Y | +15.0% | -1.4% | +16.4% | +12.4% |
| 3Y | +64.2% | +28.1% | +36.1% | +42.4% |
| 5Y | +20.4% | +79.7% | -59.3% | -8.6% |
| 10Y | +168.0% | +1,183.3% | -1,015.3% | +4.1% |
| All | +741.9% | +2,135.2% | -1,393.3% | +104.5% |
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