+50.4%
IJH vs CNQ
+73.2%
-22.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +0.9% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -4.6% | +6.2% | -10.8% | -5.7% |
| 3M | -1.2% | +12.4% | -13.5% | -3.3% |
| 6M | +9.4% | +9.0% | +0.4% | +7.0% |
| YTD | +13.3% | +52.2% | -38.9% | +1.2% |
| 1Y | +13.4% | +65.0% | -51.6% | -1.4% |
| 3Y | +50.4% | +78.8% | -28.4% | +25.0% |
| All | +50.4% | +73.2% | -22.8% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling