+66.5%
IVZ vs CNI
+11.4%
+55.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +0.6% | -2.1% | +2.7% | +2.1% |
| 30D | +4.0% | -3.3% | +7.3% | +6.4% |
| 3M | +18.2% | +3.8% | +14.4% | +14.2% |
| 6M | +32.8% | +12.7% | +20.2% | +20.1% |
| YTD | +28.7% | +26.3% | +2.5% | +6.2% |
| 1Y | +55.4% | +29.9% | +25.5% | +24.9% |
| 3Y | +135.2% | +15.9% | +119.3% | +102.1% |
| All | +66.5% | +11.4% | +55.1% | +45.1% |
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 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