+41.5%
IBB vs CNI
+33.8%
+7.6%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | -4.2% | -0.4% | -3.9% | -4.2% |
| 30D | +1.1% | -2.7% | +3.8% | +1.5% |
| 3M | +19.0% | +3.9% | +15.1% | +18.3% |
| 6M | +18.9% | +16.4% | +2.5% | +15.4% |
| YTD | +20.3% | +25.8% | -5.5% | +16.5% |
| 1Y | +41.5% | +32.4% | +9.1% | +35.3% |
| All | +41.5% | +33.8% | +7.6% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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