+14.7%
IWM vs CNQ
+11.0%
+3.7%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.2% |
| 7D | -2.4% | -0.8% | -1.6% | -2.5% |
| 30D | -4.6% | +5.3% | -9.8% | -3.6% |
| 3M | -0.3% | +11.4% | -11.7% | +1.9% |
| 6M | +14.7% | +8.1% | +6.7% | +17.1% |
| All | +14.7% | +11.0% | +3.7% | +17.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling