+219.1%
CNQ vs IOT
+54.1%
+165.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +0.1% | -4.5% | +4.6% | +0.4% |
| 30D | +6.2% | -2.4% | +8.6% | +6.3% |
| 3M | +12.4% | +19.0% | -6.6% | +10.4% |
| 6M | +9.0% | +19.6% | -10.6% | +6.6% |
| YTD | +52.2% | +8.3% | +43.9% | +49.5% |
| 1Y | +65.0% | -0.8% | +65.8% | +63.0% |
| 3Y | +78.8% | +24.4% | +54.4% | +69.3% |
| All | +219.1% | +54.1% | +165.0% | +180.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling