+37.3%
IVZ vs CNI
+6.5%
+30.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.5% | +4.2% | +5.0% |
| 7D | +4.1% | +0.3% | +3.8% | +4.1% |
| 30D | -2.0% | +8.0% | -10.0% | -7.0% |
| 3M | -7.8% | +1.0% | -8.9% | -8.6% |
| 6M | +6.3% | +15.2% | -8.9% | -4.7% |
| YTD | +12.6% | +30.9% | -18.3% | -9.3% |
| 1Y | +27.6% | +36.2% | -8.5% | -0.5% |
| 3Y | +154.0% | +22.6% | +131.4% | +109.5% |
| 5Y | +37.3% | +6.4% | +30.9% | +26.0% |
| All | +37.3% | +6.5% | +30.8% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling