+78.8%
CNQ vs IVZ
+134.7%
-55.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.7% |
| 7D | +0.1% | -2.4% | +2.5% | +0.5% |
| 30D | +6.2% | +3.0% | +3.2% | +5.6% |
| 3M | +12.4% | +14.9% | -2.5% | +9.2% |
| 6M | +9.0% | +36.7% | -27.7% | +1.8% |
| YTD | +52.2% | +25.7% | +26.5% | +44.1% |
| 1Y | +65.0% | +47.7% | +17.3% | +48.8% |
| 3Y | +78.8% | +138.8% | -60.0% | +34.1% |
| All | +78.8% | +134.7% | -55.9% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 3y: compounded portfolio wealth divided by compounded IVZ 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…
3y analysis · Full analysis span regression · 6 months rolling