+62.8%
CNQ vs IRM
+19.5%
+43.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.7% | -9.1% | -7.3% |
| 7D | -9.4% | +2.6% | -12.0% | -9.4% |
| 30D | +2.8% | +5.6% | -2.9% | +2.9% |
| 3M | +8.5% | -4.7% | +13.2% | +8.5% |
| 6M | +6.4% | -6.1% | +12.5% | +6.8% |
| YTD | +50.9% | +46.3% | +4.6% | +48.8% |
| 1Y | +62.8% | +18.7% | +44.1% | +60.8% |
| All | +62.8% | +19.5% | +43.4% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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