+19.8%
IBB vs CNI
+10.3%
+9.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.6% |
| 7D | -3.9% | +0.9% | -4.7% | -4.2% |
| 30D | +2.7% | -2.1% | +4.8% | +3.6% |
| 3M | +21.4% | +1.8% | +19.5% | +20.2% |
| 6M | +20.1% | +14.8% | +5.3% | +12.6% |
| YTD | +21.9% | +25.4% | -3.5% | +9.5% |
| 1Y | +44.1% | +32.9% | +11.2% | +25.8% |
| 3Y | +63.4% | +20.2% | +43.2% | +47.3% |
| 5Y | +19.8% | +12.2% | +7.6% | +7.9% |
| All | +19.8% | +10.3% | +9.4% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling