+157.3%
IP vs CNI
+6,541.6%
-6,384.3%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -5.3% | -2.1% | -3.2% | -4.0% |
| 30D | -10.9% | -3.3% | -7.6% | -8.9% |
| 3M | +11.2% | +3.8% | +7.4% | +8.5% |
| 6M | -10.2% | +12.7% | -22.9% | -17.0% |
| YTD | -2.0% | +26.3% | -28.3% | -15.9% |
| 1Y | -19.1% | +29.9% | -49.0% | -31.9% |
| 3Y | +20.9% | +15.9% | +4.9% | +6.9% |
| 5Y | -17.8% | +6.9% | -24.8% | -25.0% |
| 10Y | +23.5% | +126.8% | -103.3% | -31.2% |
| All | +157.3% | +6,541.6% | -6,384.3% | -71.1% |
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 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