+5,270.5%
IRM vs CNI
+6,544.5%
-1,273.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.6% | +2.5% | -0.9% | +0.7% |
| 30D | -4.2% | -2.5% | -1.7% | -3.3% |
| 3M | -5.4% | +2.7% | -8.1% | -6.5% |
| 6M | +12.0% | +16.9% | -4.9% | +5.2% |
| YTD | +42.0% | +26.3% | +15.7% | +29.4% |
| 1Y | +29.9% | +31.1% | -1.2% | +16.5% |
| 3Y | +104.4% | +21.1% | +83.3% | +87.1% |
| 5Y | +191.0% | +11.0% | +180.0% | +173.8% |
| 10Y | +417.1% | +128.1% | +289.0% | +267.6% |
| All | +5,270.5% | +6,544.5% | -1,273.9% | +1,488.7% |
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