+40.5%
IBB vs CNI
+8.1%
+32.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.2% |
| 7D | -0.5% | +2.5% | -3.0% | -1.5% |
| 30D | +4.6% | +6.1% | -1.6% | +1.9% |
| 3M | +6.8% | +0.1% | +6.7% | +6.6% |
| 6M | +23.1% | +14.9% | +8.2% | +15.6% |
| YTD | +26.0% | +30.9% | -4.9% | +10.9% |
| 1Y | +30.4% | +33.9% | -3.5% | +13.4% |
| 3Y | +85.4% | +20.2% | +65.2% | +67.3% |
| All | +40.5% | +8.1% | +32.4% | +27.0% |
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