-97.9%
IRE vs RY
+41.1%
-139.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -2.9% | -31.1% | -23.9% |
| 7D | -57.1% | -1.1% | -56.0% | -55.1% |
| 30D | -84.4% | +4.4% | -88.9% | -86.6% |
| 3M | -85.0% | -2.9% | -82.0% | -83.0% |
| 6M | -95.2% | +15.6% | -110.8% | -97.6% |
| YTD | -93.9% | +21.8% | -115.8% | -97.4% |
| 1Y | -98.8% | +42.6% | -141.4% | -99.7% |
| All | -97.9% | +41.1% | -139.0% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling