+272.1%
CNQ vs IWD
+74.6%
+197.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -1.4% |
| 7D | +0.1% | -0.8% | +0.9% | +0.8% |
| 30D | +6.2% | -0.8% | +7.0% | +6.9% |
| 3M | +12.4% | +6.9% | +5.4% | +4.8% |
| 6M | +9.0% | +18.3% | -9.3% | -8.9% |
| YTD | +52.2% | +22.4% | +29.9% | +22.4% |
| 1Y | +65.0% | +27.4% | +37.6% | +26.8% |
| 3Y | +78.8% | +71.2% | +7.7% | -2.7% |
| All | +272.1% | +74.6% | +197.4% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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