+32.4%
CNI vs IAG
+86.2%
-53.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.9% |
| 7D | -0.4% | -1.1% | +0.7% | -0.3% |
| 30D | -2.7% | +12.1% | -14.8% | -3.2% |
| 3M | +3.9% | +25.5% | -21.6% | +2.8% |
| 6M | +16.4% | -7.1% | +23.5% | +16.2% |
| YTD | +25.8% | +22.9% | +2.9% | +25.6% |
| 1Y | +32.4% | +83.3% | -51.0% | +29.6% |
| All | +32.4% | +86.2% | -53.8% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling