+780.6%
IVZ vs CNI
+6,541.6%
-5,761.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +0.6% | -2.1% | +2.7% | +2.3% |
| 30D | +4.0% | -3.3% | +7.3% | +6.7% |
| 3M | +18.2% | +3.8% | +14.4% | +13.9% |
| 6M | +32.8% | +12.7% | +20.2% | +19.2% |
| YTD | +28.7% | +26.3% | +2.5% | +5.0% |
| 1Y | +55.4% | +29.9% | +25.5% | +23.4% |
| 3Y | +135.2% | +15.9% | +119.3% | +101.4% |
| 5Y | +64.2% | +6.9% | +57.2% | +49.8% |
| 10Y | +64.6% | +126.8% | -62.2% | -15.7% |
| All | +780.6% | +6,541.6% | -5,761.0% | -15.0% |
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 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