+196.5%
IRM vs CNI
+12.6%
+183.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.6% |
| 7D | -1.4% | -0.4% | -1.1% | -1.3% |
| 30D | -7.4% | -2.7% | -4.7% | -6.2% |
| 3M | -7.4% | +3.9% | -11.3% | -9.3% |
| 6M | +8.7% | +16.4% | -7.7% | +0.2% |
| YTD | +40.9% | +25.8% | +15.1% | +25.0% |
| 1Y | +20.5% | +32.4% | -11.9% | +4.1% |
| 3Y | +101.7% | +19.1% | +82.6% | +78.8% |
| All | +196.5% | +12.6% | +183.9% | +163.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling