-19.2%
IP vs CNI
+28.9%
-48.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.7% |
| 7D | +0.1% | +1.9% | -1.9% | -1.0% |
| 30D | -11.2% | -3.0% | -8.2% | -9.7% |
| 3M | +12.3% | +2.2% | +10.1% | +11.0% |
| 6M | -5.2% | +16.3% | -21.6% | -13.7% |
| YTD | -4.0% | +25.7% | -29.6% | -16.7% |
| 1Y | -19.2% | +30.4% | -49.6% | -31.9% |
| All | -19.2% | +28.9% | -48.1% | -31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling