-38.2%
IONS vs CNI
+21.4%
-59.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.5% | +6.9% | +6.5% |
| 7D | -26.3% | +2.5% | -28.8% | -26.9% |
| 30D | -31.9% | +6.1% | -38.1% | -33.2% |
| 3M | -48.0% | +0.1% | -48.1% | -48.1% |
| 6M | -62.6% | +14.9% | -77.5% | -64.4% |
| YTD | -63.3% | +30.9% | -94.1% | -66.9% |
| 1Y | -58.4% | +33.9% | -92.3% | -62.9% |
| 3Y | -38.2% | +20.2% | -58.4% | -47.6% |
| All | -38.2% | +21.4% | -59.6% | -47.6% |
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 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