+154.0%
IVZ vs CNI
+21.9%
+132.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.5% | +4.2% | +5.4% |
| 7D | +4.1% | +0.3% | +3.8% | +4.1% |
| 30D | -2.0% | +8.0% | -10.0% | -5.8% |
| 3M | -7.8% | +1.0% | -8.9% | -8.3% |
| 6M | +6.3% | +15.2% | -8.9% | -2.4% |
| YTD | +12.6% | +30.9% | -18.3% | -5.2% |
| 1Y | +27.6% | +36.2% | -8.5% | +4.6% |
| 3Y | +154.0% | +22.6% | +131.4% | +111.2% |
| All | +154.0% | +21.9% | +132.1% | +111.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling