+5,556.5%
CNQ vs IFF
+457.0%
+5,099.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.3% |
| 7D | +0.1% | -3.2% | +3.3% | +1.5% |
| 30D | +6.2% | -0.3% | +6.5% | +6.1% |
| 3M | +12.4% | +8.4% | +3.9% | +7.0% |
| 6M | +9.0% | +23.0% | -14.0% | -4.8% |
| YTD | +52.2% | +25.5% | +26.7% | +30.7% |
| 1Y | +65.0% | +29.1% | +36.0% | +38.9% |
| 3Y | +78.8% | +31.7% | +47.2% | +43.3% |
| 5Y | +286.0% | -35.2% | +321.2% | +315.7% |
| 10Y | +420.7% | -20.7% | +441.4% | +373.5% |
| All | +5,556.5% | +457.0% | +5,099.6% | +2,281.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling