+55.2%
IONS vs CNI
+11.9%
+43.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -8.7% | +0.9% | -9.5% | -8.9% |
| 30D | -1.6% | -2.1% | +0.5% | -1.0% |
| 3M | -24.9% | +1.8% | -26.7% | -25.6% |
| 6M | -25.7% | +14.8% | -40.5% | -29.8% |
| YTD | -29.2% | +25.4% | -54.6% | -35.4% |
| 1Y | -13.0% | +32.9% | -45.9% | -22.6% |
| 3Y | +35.9% | +20.2% | +15.8% | +23.8% |
| All | +55.2% | +11.9% | +43.3% | +38.9% |
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