+9.2%
IBKR vs CNI
+37.3%
-28.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | 0.0% |
| 7D | -6.8% | +3.7% | -10.5% | -7.7% |
| 30D | -12.5% | +8.1% | -20.6% | -14.4% |
| 3M | -12.0% | +1.9% | -13.9% | -12.6% |
| 6M | -4.5% | +19.2% | -23.7% | -10.6% |
| YTD | +21.5% | +32.7% | -11.3% | +5.8% |
| All | +9.2% | +37.3% | -28.1% | -7.5% |
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 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