+945.1%
IGV vs CNI
+2,538.1%
-1,593.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.4% |
| 7D | -1.5% | +0.9% | -2.4% | -2.0% |
| 30D | -3.0% | -2.1% | -0.9% | -2.0% |
| 3M | +9.6% | +1.8% | +7.8% | +8.2% |
| 6M | +16.1% | +14.8% | +1.3% | +6.8% |
| YTD | -3.6% | +25.4% | -29.0% | -16.0% |
| 1Y | -7.8% | +32.9% | -40.8% | -22.4% |
| 3Y | +40.0% | +20.2% | +19.8% | +22.4% |
| 5Y | +21.2% | +12.2% | +9.1% | +9.6% |
| 10Y | +364.4% | +136.0% | +228.4% | +173.7% |
| All | +945.1% | +2,538.1% | -1,593.1% | +55.7% |
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