+64.1%
CNQ vs IWF
+10.9%
+53.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +3.0% | +0.5% | +2.5% | +3.2% |
| 30D | +12.8% | -0.4% | +13.1% | +12.7% |
| 3M | +7.0% | -2.6% | +9.6% | +6.7% |
| 6M | +16.5% | +9.1% | +7.3% | +20.6% |
| YTD | +52.0% | +4.5% | +47.6% | +57.5% |
| 1Y | +64.1% | +10.1% | +54.0% | +70.5% |
| All | +64.1% | +10.9% | +53.2% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling