+5,448.1%
CNQ vs IP
+177.9%
+5,270.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +1.4% |
| 7D | +0.4% | -0.9% | +1.3% | +0.7% |
| 30D | -5.8% | +6.7% | -12.5% | -8.9% |
| 3M | +4.2% | -16.6% | +20.7% | +11.6% |
| 6M | +6.7% | +6.0% | +0.7% | 0.0% |
| YTD | +49.3% | -10.7% | +60.0% | +46.7% |
| 1Y | +55.8% | -6.7% | +62.5% | +49.3% |
| 3Y | +70.3% | +17.1% | +53.2% | +36.2% |
| 5Y | +202.2% | -14.6% | +216.8% | +176.1% |
| 10Y | +409.5% | +19.9% | +389.7% | +286.9% |
| All | +5,448.1% | +177.9% | +5,270.2% | +2,491.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling