+4,369.2%
CNI vs IBN
+1,463.9%
+2,905.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | +0.9% | -5.1% | +6.0% | +1.9% |
| 30D | -2.1% | -3.5% | +1.4% | -1.4% |
| 3M | +1.8% | +11.3% | -9.5% | -0.4% |
| 6M | +14.8% | +4.4% | +10.4% | +13.6% |
| YTD | +25.4% | -1.8% | +27.2% | +25.5% |
| 1Y | +32.9% | -8.0% | +40.9% | +34.6% |
| 3Y | +20.2% | +27.1% | -6.9% | +13.4% |
| 5Y | +12.2% | +54.5% | -42.3% | +1.1% |
| 10Y | +136.0% | +314.2% | -178.2% | +67.3% |
| All | +4,369.2% | +1,463.9% | +2,905.2% | +2,262.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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