+34.8%
IONS vs CNI
+18.7%
+16.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -4.3% | -1.1% | -3.2% | -4.0% |
| 30D | +0.4% | -3.5% | +4.0% | +1.4% |
| 3M | -24.1% | +2.2% | -26.3% | -24.9% |
| 6M | -26.4% | +15.1% | -41.5% | -30.5% |
| YTD | -29.7% | +24.7% | -54.3% | -35.5% |
| 1Y | -13.0% | +33.4% | -46.4% | -22.5% |
| All | +34.8% | +18.7% | +16.1% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling