+415.5%
CNQ vs IWF
+422.7%
-7.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -1.1% |
| 7D | +0.1% | -0.9% | +1.0% | +0.8% |
| 30D | +6.2% | -1.7% | +7.9% | +7.3% |
| 3M | +12.4% | +0.7% | +11.7% | +10.9% |
| 6M | +9.0% | +8.6% | +0.5% | +0.8% |
| YTD | +52.2% | +3.5% | +48.7% | +45.4% |
| 1Y | +65.0% | +7.0% | +58.0% | +53.1% |
| 3Y | +78.8% | +76.3% | +2.5% | +8.1% |
| 5Y | +286.0% | +74.8% | +211.2% | +128.4% |
| All | +415.5% | +422.7% | -7.2% | +20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling