+55.4%
IOT vs CNI
+6.7%
+48.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.7% |
| 7D | -4.5% | -0.4% | -4.2% | -4.3% |
| 30D | -2.4% | -2.7% | +0.3% | -0.7% |
| 3M | +19.0% | +3.9% | +15.0% | +15.8% |
| 6M | +19.6% | +16.4% | +3.3% | +5.8% |
| YTD | +8.3% | +25.8% | -17.5% | -11.2% |
| 1Y | -0.8% | +32.4% | -33.2% | -22.2% |
| 3Y | +24.4% | +19.1% | +5.3% | +2.9% |
| All | +55.4% | +6.7% | +48.7% | +41.4% |
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