+753.8%
IWM vs CNI
+4,477.8%
-3,724.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.1% |
| 7D | +1.4% | +2.5% | -1.1% | 0.0% |
| 30D | +2.3% | +6.1% | -3.8% | -1.2% |
| 3M | -8.3% | +0.1% | -8.4% | -8.6% |
| 6M | -1.3% | +14.9% | -16.2% | -9.4% |
| YTD | +13.5% | +30.9% | -17.4% | -4.0% |
| 1Y | +18.4% | +33.9% | -15.5% | -1.3% |
| 3Y | +69.6% | +20.2% | +49.4% | +49.0% |
| 5Y | +23.3% | +8.2% | +15.1% | +14.1% |
| 10Y | +147.0% | +142.2% | +4.8% | +41.5% |
| All | +753.8% | +4,477.8% | -3,724.0% | +29.9% |
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