+22.8%
IGV vs CNI
+11.6%
+11.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.4% |
| 7D | -5.4% | -1.1% | -4.3% | -4.9% |
| 30D | -2.6% | -3.5% | +0.9% | -1.0% |
| 3M | +10.5% | +2.2% | +8.3% | +9.1% |
| 6M | +18.2% | +15.1% | +3.1% | +9.2% |
| YTD | -4.2% | +24.7% | -28.9% | -15.8% |
| 1Y | -9.8% | +33.4% | -43.2% | -23.9% |
| 3Y | +39.1% | +19.5% | +19.6% | +21.1% |
| All | +22.8% | +11.6% | +11.1% | +9.4% |
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