+9.0%
CNQ vs IAG
-6.9%
+16.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.5% |
| 7D | +0.1% | -1.1% | +1.2% | 0.0% |
| 30D | +6.2% | +12.1% | -5.9% | +7.5% |
| 3M | +12.4% | +25.5% | -13.2% | +15.5% |
| 6M | +9.0% | -7.1% | +16.1% | +8.8% |
| All | +9.0% | -6.9% | +16.0% | +8.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling