+78.8%
CNQ vs IAG
+804.5%
-725.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | +0.1% | -1.1% | +1.2% | +0.2% |
| 30D | +6.2% | +12.1% | -5.9% | +5.2% |
| 3M | +12.4% | +25.5% | -13.2% | +10.0% |
| 6M | +9.0% | -7.1% | +16.1% | +9.4% |
| YTD | +52.2% | +22.9% | +29.3% | +46.9% |
| 1Y | +65.0% | +83.3% | -18.3% | +50.3% |
| 3Y | +78.8% | +808.5% | -729.7% | +23.9% |
| All | +78.8% | +804.5% | -725.6% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 3y: compounded portfolio wealth divided by compounded IAG 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…
3y analysis · Full analysis span regression · 6 months rolling