+689.7%
IYR vs CNI
+4,134.4%
-3,444.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.3% |
| 7D | -1.4% | -0.4% | -1.0% | -1.2% |
| 30D | -2.7% | -2.7% | 0.0% | -1.3% |
| 3M | -2.1% | +3.9% | -6.1% | -4.4% |
| 6M | +3.6% | +16.4% | -12.8% | -5.2% |
| YTD | +8.1% | +25.8% | -17.7% | -5.5% |
| 1Y | +4.7% | +32.4% | -27.7% | -11.3% |
| 3Y | +29.1% | +19.1% | +10.0% | +13.8% |
| 5Y | +6.9% | +13.6% | -6.6% | -4.9% |
| 10Y | +69.0% | +136.8% | -67.8% | -5.3% |
| All | +689.7% | +4,134.4% | -3,444.8% | +72.6% |
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 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