+5,556.5%
CNQ vs IVZ
+123.0%
+5,433.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -1.0% |
| 7D | +0.1% | -2.4% | +2.5% | +1.0% |
| 30D | +6.2% | +3.0% | +3.2% | +4.8% |
| 3M | +12.4% | +14.9% | -2.5% | +5.7% |
| 6M | +9.0% | +36.7% | -27.7% | -5.0% |
| YTD | +52.2% | +25.7% | +26.5% | +35.7% |
| 1Y | +65.0% | +47.7% | +17.3% | +37.9% |
| 3Y | +78.8% | +138.8% | -60.0% | +19.5% |
| 5Y | +286.0% | +62.1% | +223.9% | +188.8% |
| 10Y | +420.7% | +64.3% | +356.4% | +262.7% |
| All | +5,556.5% | +123.0% | +5,433.6% | +2,775.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling