+57.9%
CNQ vs IOT
+7.3%
+50.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.6% | -1.6% |
| 7D | -11.2% | -1.3% | -9.9% | -11.2% |
| 30D | +1.7% | -1.6% | +3.3% | +1.7% |
| 3M | +10.3% | +6.1% | +4.2% | +10.5% |
| 6M | +4.3% | +34.9% | -30.7% | +4.7% |
| YTD | +48.7% | +15.9% | +32.8% | +46.1% |
| 1Y | +57.9% | +6.0% | +51.9% | +57.9% |
| All | +57.9% | +7.3% | +50.6% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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