+719.8%
IWD vs CNI
+4,318.7%
-3,599.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | -0.2% | +2.5% | -2.7% | -1.4% |
| 30D | -0.8% | -2.5% | +1.7% | +0.4% |
| 3M | +8.0% | +2.7% | +5.3% | +6.3% |
| 6M | +18.2% | +16.9% | +1.2% | +8.7% |
| YTD | +22.3% | +26.3% | -4.0% | +8.0% |
| 1Y | +28.9% | +31.1% | -2.2% | +11.4% |
| 3Y | +71.5% | +21.1% | +50.5% | +51.9% |
| 5Y | +73.6% | +11.0% | +62.6% | +58.2% |
| 10Y | +194.7% | +128.1% | +66.6% | +83.7% |
| All | +719.8% | +4,318.7% | -3,599.0% | +70.5% |
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