+140.8%
IEMG vs CNQ
+426.2%
-285.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +1.9% | +6.2% | -4.3% | +0.5% |
| 3M | +1.4% | +12.4% | -10.9% | -1.6% |
| 6M | +15.2% | +9.0% | +6.1% | +11.8% |
| YTD | +23.8% | +52.2% | -28.4% | +10.7% |
| 1Y | +30.7% | +65.0% | -34.4% | +14.4% |
| 3Y | +83.3% | +78.8% | +4.4% | +54.7% |
| 5Y | +48.8% | +286.0% | -237.2% | +1.5% |
| All | +140.8% | +426.2% | -285.4% | +37.4% |
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 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