+752.9%
IVV vs CNQ
+5,523.4%
-4,770.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -0.4% | -0.9% | +0.5% | -0.2% |
| 30D | -1.4% | +8.7% | -10.0% | -3.4% |
| 3M | +3.7% | +15.8% | -12.1% | -0.2% |
| 6M | +13.0% | +13.3% | -0.2% | +8.7% |
| YTD | +12.4% | +54.7% | -42.3% | +0.1% |
| 1Y | +18.6% | +69.5% | -50.9% | +3.1% |
| 3Y | +78.1% | +77.3% | +0.8% | +50.6% |
| 5Y | +82.3% | +290.3% | -208.1% | +24.6% |
| 10Y | +322.1% | +429.3% | -107.2% | +140.7% |
| All | +752.9% | +5,523.4% | -4,770.5% | +208.9% |
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