+2,173.3%
CNI vs IAG
+368.9%
+1,804.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.2% |
| 7D | +2.5% | +4.3% | -1.8% | +2.1% |
| 30D | -2.5% | +9.8% | -12.3% | -3.3% |
| 3M | +2.7% | +28.9% | -26.2% | +0.3% |
| 6M | +16.9% | -7.6% | +24.5% | +16.8% |
| YTD | +26.3% | +22.0% | +4.4% | +22.9% |
| 1Y | +31.1% | +99.5% | -68.4% | +22.0% |
| 3Y | +21.1% | +818.3% | -797.2% | -3.2% |
| 5Y | +11.0% | +785.9% | -774.9% | -13.9% |
| 10Y | +128.1% | +381.1% | -253.0% | +73.9% |
| All | +2,173.3% | +368.9% | +1,804.5% | +1,280.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling