+310.3%
IVV vs CNI
+140.9%
+169.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +2.6% | +2.5% | +0.1% | +1.3% |
| 30D | -2.0% | +6.1% | -8.1% | -4.9% |
| 3M | -2.8% | +0.1% | -2.9% | -3.0% |
| 6M | +2.2% | +14.9% | -12.8% | -5.4% |
| YTD | +11.5% | +30.9% | -19.3% | -4.4% |
| 1Y | +13.5% | +33.9% | -20.4% | -4.0% |
| 3Y | +78.1% | +20.2% | +57.9% | +56.6% |
| 5Y | +73.1% | +8.2% | +64.9% | +59.4% |
| All | +310.3% | +140.9% | +169.4% | +143.6% |
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