+941.9%
IGV vs CNQ
+5,456.3%
-4,514.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | -1.5% | +6.2% | -7.7% | -2.9% |
| 3M | +11.7% | +12.4% | -0.7% | +8.3% |
| 6M | +18.4% | +9.0% | +9.4% | +15.0% |
| YTD | -3.9% | +52.2% | -56.1% | -13.9% |
| 1Y | -9.7% | +65.0% | -74.7% | -20.7% |
| 3Y | +38.4% | +78.8% | -40.4% | +17.5% |
| 5Y | +21.6% | +286.0% | -264.4% | -15.6% |
| 10Y | +363.0% | +420.7% | -57.7% | +167.0% |
| All | +941.9% | +5,456.3% | -4,514.4% | +214.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling