+272.1%
CNQ vs IVZ
+61.1%
+211.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.8% |
| 7D | +0.1% | -2.4% | +2.5% | +0.7% |
| 30D | +6.2% | +3.0% | +3.2% | +5.2% |
| 3M | +12.4% | +14.9% | -2.5% | +7.6% |
| 6M | +9.0% | +36.7% | -27.7% | -1.5% |
| YTD | +52.2% | +25.7% | +26.5% | +40.1% |
| 1Y | +65.0% | +47.7% | +17.3% | +43.5% |
| 3Y | +78.8% | +138.8% | -60.0% | +26.3% |
| All | +272.1% | +61.1% | +211.0% | +190.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling