-2.1%
IONS vs CNI
+29.8%
-31.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -4.8% | -2.1% | -2.8% | -4.7% |
| 30D | +7.2% | -3.3% | +10.5% | +7.4% |
| 3M | -22.7% | +3.8% | -26.5% | -23.1% |
| 6M | -26.9% | +12.7% | -39.6% | -28.7% |
| YTD | -26.6% | +26.3% | -52.8% | -29.0% |
| 1Y | -2.1% | +29.9% | -32.0% | -6.6% |
| All | -2.1% | +29.8% | -31.9% | -6.6% |
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