+272.1%
CNQ vs IRM
+197.3%
+74.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.1% |
| 7D | +0.1% | -1.4% | +1.6% | +0.5% |
| 30D | +6.2% | -7.4% | +13.6% | +8.2% |
| 3M | +12.4% | -7.4% | +19.7% | +14.1% |
| 6M | +9.0% | +8.7% | +0.4% | +5.1% |
| YTD | +52.2% | +40.9% | +11.3% | +34.7% |
| 1Y | +65.0% | +20.5% | +44.5% | +52.7% |
| 3Y | +78.8% | +101.7% | -22.9% | +27.8% |
| All | +272.1% | +197.3% | +74.7% | +126.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling