+68.8%
CNQ vs IP
+17.1%
+51.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.6% |
| 7D | +0.4% | -0.9% | +1.3% | +0.4% |
| 30D | -5.8% | +6.7% | -12.5% | -6.2% |
| 3M | +4.2% | -16.6% | +20.7% | +5.2% |
| 6M | +6.7% | +6.0% | +0.7% | +5.0% |
| YTD | +49.3% | -10.7% | +60.0% | +49.5% |
| 1Y | +55.8% | -6.7% | +62.5% | +54.5% |
| All | +68.8% | +17.1% | +51.6% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling