+5,556.5%
CNQ vs IRM
+3,084.2%
+2,472.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.3% |
| 7D | +0.1% | -1.4% | +1.6% | +0.7% |
| 30D | +6.2% | -7.4% | +13.6% | +9.1% |
| 3M | +12.4% | -7.4% | +19.7% | +14.9% |
| 6M | +9.0% | +8.7% | +0.4% | +3.8% |
| YTD | +52.2% | +40.9% | +11.3% | +30.0% |
| 1Y | +65.0% | +20.5% | +44.5% | +48.9% |
| 3Y | +78.8% | +101.7% | -22.9% | +25.9% |
| 5Y | +286.0% | +197.7% | +88.3% | +126.9% |
| 10Y | +420.7% | +439.5% | -18.7% | +131.2% |
| All | +5,556.5% | +3,084.2% | +2,472.4% | +1,511.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling