+138.7%
IVZ vs CNI
+21.3%
+117.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.2% |
| 7D | +1.1% | +2.5% | -1.4% | -0.2% |
| 30D | +3.1% | -2.5% | +5.6% | +4.4% |
| 3M | +18.2% | +2.7% | +15.5% | +15.8% |
| 6M | +38.6% | +16.9% | +21.7% | +25.1% |
| YTD | +25.9% | +26.3% | -0.4% | +7.9% |
| 1Y | +51.7% | +31.1% | +20.6% | +26.6% |
| 3Y | +138.7% | +21.1% | +117.6% | +101.9% |
| All | +138.7% | +21.3% | +117.4% | +101.9% |
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