+144.6%
IEFA vs CNQ
+426.2%
-281.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -1.5% | +6.2% | -7.7% | -2.8% |
| 3M | +3.4% | +12.4% | -9.0% | +0.5% |
| 6M | +9.5% | +9.0% | +0.5% | +6.5% |
| YTD | +13.0% | +52.2% | -39.2% | +1.6% |
| 1Y | +18.0% | +65.0% | -47.0% | +3.9% |
| 3Y | +65.4% | +78.8% | -13.5% | +40.5% |
| 5Y | +51.6% | +286.0% | -234.4% | +5.7% |
| All | +144.6% | +426.2% | -281.6% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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