+238.6%
IONS vs CNI
+6,508.7%
-6,270.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.1% |
| 7D | -5.3% | +1.9% | -7.2% | -6.2% |
| 30D | +0.3% | -3.0% | +3.3% | +1.6% |
| 3M | -22.9% | +2.2% | -25.1% | -24.1% |
| 6M | -23.4% | +16.3% | -39.7% | -29.7% |
| YTD | -28.3% | +25.7% | -54.0% | -36.8% |
| 1Y | -7.0% | +30.4% | -37.4% | -19.8% |
| 3Y | +37.6% | +20.4% | +17.2% | +21.7% |
| 5Y | +53.4% | +10.4% | +43.0% | +38.7% |
| 10Y | +83.9% | +126.9% | -43.0% | +10.8% |
| All | +238.6% | +6,508.7% | -6,270.2% | -57.5% |
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