-83.7%
IRE vs RY
+44.9%
-128.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.7% | +14.7% | +16.7% |
| 7D | +54.8% | +3.1% | +51.7% | +38.1% |
| 30D | +18.4% | -0.3% | +18.7% | +20.9% |
| 3M | -66.7% | +8.7% | -75.4% | -77.3% |
| 6M | -52.3% | +28.5% | -80.9% | -84.0% |
| YTD | -52.3% | +25.1% | -77.4% | -81.4% |
| All | -83.7% | +44.9% | -128.6% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 1y: compounded portfolio wealth divided by compounded RY 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…
1y analysis · Full analysis span regression · 6 months rolling