+15.9%
IP vs CNI
+142.1%
-126.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.2% |
| 7D | -0.9% | +1.0% | -1.9% | -1.5% |
| 30D | +6.7% | +7.5% | -0.8% | +1.9% |
| 3M | -16.6% | +1.7% | -18.3% | -17.5% |
| 6M | +6.0% | +15.4% | -9.4% | -3.4% |
| YTD | -10.7% | +31.5% | -42.2% | -25.5% |
| 1Y | -6.7% | +32.8% | -39.5% | -22.6% |
| 3Y | +17.1% | +21.7% | -4.5% | 0.0% |
| 5Y | -14.6% | +8.7% | -23.2% | -22.9% |
| All | +15.9% | +142.1% | -126.1% | -40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling