+166.4%
IWM vs CNI
+138.2%
+28.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.1% |
| 7D | -2.4% | -0.4% | -2.0% | -2.2% |
| 30D | -4.6% | -2.7% | -1.9% | -3.0% |
| 3M | -0.3% | +3.9% | -4.2% | -3.0% |
| 6M | +14.7% | +16.4% | -1.6% | +3.6% |
| YTD | +17.8% | +25.8% | -8.0% | +0.8% |
| 1Y | +21.2% | +32.4% | -11.2% | +0.1% |
| 3Y | +62.3% | +19.1% | +43.3% | +41.5% |
| 5Y | +38.7% | +13.6% | +25.2% | +22.8% |
| All | +166.4% | +138.2% | +28.1% | +48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling