+766.3%
IVV vs CNI
+4,172.1%
-3,405.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.0% |
| 7D | -0.9% | -1.1% | +0.2% | -0.4% |
| 30D | -2.3% | +7.6% | -10.0% | -5.8% |
| 3M | -1.2% | +1.6% | -2.7% | -2.1% |
| 6M | +3.3% | +16.6% | -13.3% | -4.5% |
| YTD | +12.3% | +31.3% | -18.9% | -2.6% |
| 1Y | +12.5% | +35.2% | -22.7% | -4.0% |
| 3Y | +79.2% | +21.5% | +57.7% | +58.7% |
| 5Y | +75.6% | +8.5% | +67.2% | +62.9% |
| 10Y | +313.4% | +142.9% | +170.5% | +154.7% |
| All | +766.3% | +4,172.1% | -3,405.8% | +75.1% |
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