+635.3%
IYR vs CNQ
+5,432.5%
-4,797.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.2% |
| 3M | -2.1% | +12.4% | -14.5% | -5.3% |
| 6M | +3.6% | +9.0% | -5.4% | +0.4% |
| YTD | +8.1% | +52.2% | -44.1% | -4.0% |
| 1Y | +4.7% | +65.0% | -60.3% | -9.2% |
| 3Y | +29.1% | +78.8% | -49.7% | +7.4% |
| 5Y | +6.9% | +286.0% | -279.1% | -29.2% |
| 10Y | +69.0% | +420.7% | -351.8% | -9.3% |
| All | +635.3% | +5,432.5% | -4,797.2% | +171.4% |
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