+288.1%
CNQ vs IP
-23.0%
+311.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -0.7% | -5.9% | +5.2% | +0.3% |
| 30D | +6.7% | -17.0% | +23.7% | +9.9% |
| 3M | +12.8% | +8.9% | +3.9% | +9.5% |
| 6M | +13.3% | -10.0% | +23.3% | +13.8% |
| YTD | +53.1% | -9.8% | +62.8% | +52.8% |
| 1Y | +66.1% | -22.6% | +88.6% | +72.2% |
| 3Y | +75.4% | +13.1% | +62.4% | +52.6% |
| 5Y | +288.1% | -22.3% | +310.4% | +295.1% |
| All | +288.1% | -23.0% | +311.1% | +295.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling