+30.7%
IVZ vs CNI
+37.5%
-6.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +3.6% |
| 7D | +2.6% | +3.7% | -1.1% | +1.7% |
| 30D | -3.5% | +8.1% | -11.6% | -5.4% |
| 3M | -7.4% | +1.9% | -9.2% | -7.8% |
| 6M | +14.7% | +19.2% | -4.5% | +7.7% |
| YTD | +14.6% | +32.7% | -18.1% | +2.2% |
| 1Y | +30.7% | +37.0% | -6.3% | +15.1% |
| All | +30.7% | +37.5% | -6.8% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling