+21.2%
IP vs CNI
+127.4%
-106.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.0% |
| 7D | +0.1% | +2.5% | -2.4% | -1.5% |
| 30D | -11.2% | -2.5% | -8.7% | -9.8% |
| 3M | +12.3% | +2.7% | +9.6% | +10.3% |
| 6M | -5.2% | +16.9% | -22.2% | -14.5% |
| YTD | -4.0% | +26.3% | -30.3% | -17.6% |
| 1Y | -19.2% | +31.1% | -50.3% | -32.5% |
| 3Y | +20.3% | +21.1% | -0.7% | +2.8% |
| 5Y | -17.5% | +11.0% | -28.5% | -27.1% |
| 10Y | +21.2% | +128.1% | -107.0% | -35.1% |
| All | +21.2% | +127.4% | -106.2% | -35.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling