+543.4%
IBB vs CNI
+3,150.5%
-2,607.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.2% |
| 7D | -0.5% | +2.5% | -3.0% | -1.6% |
| 30D | +4.6% | +6.1% | -1.6% | +1.8% |
| 3M | +6.8% | +0.1% | +6.7% | +6.6% |
| 6M | +23.1% | +14.9% | +8.2% | +15.2% |
| YTD | +26.0% | +30.9% | -4.9% | +10.5% |
| 1Y | +30.4% | +33.9% | -3.5% | +13.0% |
| 3Y | +85.4% | +20.2% | +65.2% | +67.1% |
| 5Y | +39.7% | +8.2% | +31.6% | +30.4% |
| 10Y | +127.1% | +142.2% | -15.1% | +41.8% |
| All | +543.4% | +3,150.5% | -2,607.0% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling