+73.5%
IONS vs CNI
+6,783.7%
-6,710.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.5% | +6.9% | +6.6% |
| 7D | -26.3% | +2.5% | -28.8% | -27.4% |
| 30D | -31.9% | +6.1% | -38.1% | -34.3% |
| 3M | -48.0% | +0.1% | -48.1% | -48.4% |
| 6M | -62.6% | +14.9% | -77.5% | -65.4% |
| YTD | -63.3% | +30.9% | -94.1% | -68.4% |
| 1Y | -58.4% | +33.9% | -92.3% | -64.7% |
| 3Y | -38.2% | +20.2% | -58.4% | -45.5% |
| 5Y | -11.1% | +8.2% | -19.3% | -18.9% |
| 10Y | -31.7% | +142.2% | -173.9% | -60.4% |
| All | +73.5% | +6,783.7% | -6,710.2% | -78.8% |
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