+415.5%
CNQ vs IEF
+3.8%
+411.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.7% |
| 7D | +0.1% | -1.3% | +1.5% | -1.1% |
| 30D | +6.2% | -1.7% | +7.9% | +4.6% |
| 3M | +12.4% | -2.5% | +14.9% | +10.1% |
| 6M | +9.0% | -3.3% | +12.3% | +6.3% |
| YTD | +52.2% | -2.8% | +55.0% | +49.0% |
| 1Y | +65.0% | -2.7% | +67.8% | +61.9% |
| 3Y | +78.8% | +8.9% | +69.9% | +92.5% |
| 5Y | +286.0% | -9.4% | +295.4% | +203.8% |
| All | +415.5% | +3.8% | +411.7% | +417.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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