+97.7%
IRM vs CNI
+18.7%
+79.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -1.8% |
| 7D | -1.8% | -1.1% | -0.7% | -1.4% |
| 30D | -7.8% | -3.5% | -4.2% | -6.5% |
| 3M | -7.9% | +2.2% | -10.1% | -8.9% |
| 6M | +6.3% | +15.1% | -8.8% | -0.3% |
| YTD | +38.2% | +24.7% | +13.5% | +25.4% |
| 1Y | +19.8% | +33.4% | -13.5% | +5.8% |
| All | +97.7% | +18.7% | +79.0% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling