+6.5%
IYR vs CNQ
+278.6%
-272.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +0.9% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -2.7% | +6.2% | -8.9% | -3.6% |
| 3M | -2.1% | +12.4% | -14.5% | -4.1% |
| 6M | +3.6% | +9.0% | -5.4% | +1.6% |
| YTD | +8.1% | +52.2% | -44.1% | -0.6% |
| 1Y | +4.7% | +65.0% | -60.3% | -5.4% |
| 3Y | +29.1% | +78.8% | -49.7% | +12.2% |
| All | +6.5% | +278.6% | -272.1% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling