+57.9%
CNQ vs IFF
+40.8%
+17.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.8% |
| 7D | -11.2% | -4.9% | -6.3% | -12.1% |
| 30D | +1.7% | +2.9% | -1.2% | +2.6% |
| 3M | +10.3% | -1.5% | +11.8% | +10.3% |
| 6M | +4.3% | +23.3% | -19.0% | +11.2% |
| YTD | +48.7% | +30.2% | +18.5% | +54.0% |
| 1Y | +57.9% | +37.9% | +20.0% | +63.7% |
| All | +57.9% | +40.8% | +17.1% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling