+312.0%
IVV vs CNI
+142.1%
+170.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +3.3% | +1.0% | +2.3% | +2.8% |
| 30D | -2.7% | +7.5% | -10.1% | -6.2% |
| 3M | -1.7% | +1.7% | -3.4% | -2.7% |
| 6M | +3.2% | +15.4% | -12.3% | -4.7% |
| YTD | +12.0% | +31.5% | -19.5% | -4.2% |
| 1Y | +12.1% | +32.8% | -20.7% | -4.7% |
| 3Y | +78.6% | +21.7% | +56.9% | +56.0% |
| 5Y | +73.8% | +8.7% | +65.1% | +59.6% |
| All | +312.0% | +142.1% | +170.0% | +144.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling