+776.1%
IVV vs CNI
+4,009.6%
-3,233.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +0.1% | -2.1% | +2.2% | +1.1% |
| 30D | +0.1% | -3.3% | +3.3% | +1.6% |
| 3M | +2.0% | +3.8% | -1.8% | -0.2% |
| 6M | +13.0% | +12.7% | +0.4% | +6.0% |
| YTD | +13.6% | +26.3% | -12.7% | +0.5% |
| 1Y | +20.1% | +29.9% | -9.8% | +4.5% |
| 3Y | +77.6% | +15.9% | +61.7% | +60.9% |
| 5Y | +82.5% | +6.9% | +75.5% | +70.1% |
| 10Y | +316.5% | +126.8% | +189.8% | +165.1% |
| All | +776.1% | +4,009.6% | -3,233.5% | +80.6% |
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 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