+4,747.3%
CNQ vs IEF
+126.3%
+4,621.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.8% |
| 7D | +0.1% | -1.3% | +1.5% | -1.6% |
| 30D | +6.2% | -1.7% | +7.9% | +3.9% |
| 3M | +12.4% | -2.5% | +14.9% | +9.0% |
| 6M | +9.0% | -3.3% | +12.3% | +5.0% |
| YTD | +52.2% | -2.8% | +55.0% | +47.5% |
| 1Y | +65.0% | -2.7% | +67.8% | +60.4% |
| 3Y | +78.8% | +8.9% | +69.9% | +100.4% |
| 5Y | +286.0% | -9.4% | +295.4% | +225.1% |
| 10Y | +420.7% | +3.7% | +417.1% | +458.3% |
| All | +4,747.3% | +126.3% | +4,621.1% | +11,000.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling