+9.6%
IEMG vs CNQ
+56.1%
-46.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.0% |
| 7D | -2.8% | -13.5% | +10.7% | -4.4% |
| 30D | -12.0% | +2.2% | -14.2% | -11.7% |
| 3M | -9.0% | +7.8% | -16.8% | -8.0% |
| 6M | -11.8% | +8.5% | -20.3% | -10.4% |
| YTD | +8.3% | +47.6% | -39.3% | +6.4% |
| 1Y | +9.6% | +58.7% | -49.0% | +7.4% |
| All | +9.6% | +56.1% | -46.5% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling