+668.8%
IVZ vs CNI
+6,762.0%
-6,093.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | -2.2% | +7.6% | -9.8% | -7.7% |
| 3M | -8.4% | +1.9% | -10.3% | -10.0% |
| 6M | +6.2% | +14.8% | -8.6% | -5.7% |
| YTD | +12.4% | +30.5% | -18.1% | -10.8% |
| 1Y | +26.0% | +36.5% | -10.5% | -3.8% |
| 3Y | +147.9% | +20.7% | +127.1% | +105.5% |
| 5Y | +38.8% | +7.0% | +31.8% | +26.5% |
| 10Y | +44.6% | +136.0% | -91.4% | -28.2% |
| All | +668.8% | +6,762.0% | -6,093.3% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling