+64.1%
CNQ vs IP
-18.9%
+83.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.0% |
| 7D | +3.0% | -5.3% | +8.3% | +2.3% |
| 30D | +12.8% | -10.9% | +23.6% | +11.2% |
| 3M | +7.0% | +11.2% | -4.2% | +8.3% |
| 6M | +16.5% | -10.2% | +26.7% | +19.9% |
| YTD | +52.0% | -2.0% | +54.0% | +55.2% |
| 1Y | +64.1% | -19.1% | +83.2% | +66.2% |
| All | +64.1% | -18.9% | +83.0% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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