+512.6%
IRM vs RY
+355.6%
+157.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.1% |
| 7D | -5.3% | -3.0% | -2.3% | -3.2% |
| 30D | -2.3% | +6.3% | -8.6% | -5.8% |
| 3M | -7.4% | -2.6% | -4.8% | -5.7% |
| 6M | -12.2% | +13.9% | -26.2% | -19.1% |
| YTD | +38.6% | +21.7% | +17.0% | +22.5% |
| 1Y | +14.9% | +40.4% | -25.6% | -7.2% |
| 3Y | +108.2% | +161.3% | -53.2% | +13.3% |
| 5Y | +183.8% | +126.5% | +57.4% | +67.2% |
| 10Y | +512.6% | +354.3% | +158.3% | +123.7% |
| All | +512.6% | +355.6% | +157.0% | +123.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling