-97.1%
IRE vs RY
+39.3%
-136.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -1.3% | +40.9% | +43.8% |
| 7D | -27.2% | -0.9% | -26.3% | -26.2% |
| 30D | -75.1% | +5.9% | -81.0% | -80.2% |
| 3M | -77.9% | -4.3% | -73.6% | -74.1% |
| 6M | -94.6% | +12.1% | -106.7% | -96.9% |
| YTD | -91.5% | +20.3% | -111.8% | -96.2% |
| 1Y | -97.8% | +41.0% | -138.8% | -99.5% |
| All | -97.1% | +39.3% | -136.4% | -99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling