+449.9%
IRM vs RY
+360.6%
+89.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.2% | +1.8% |
| 7D | -8.6% | -0.9% | -7.7% | -7.9% |
| 30D | -8.0% | +5.9% | -13.8% | -11.0% |
| 3M | -12.0% | -4.3% | -7.7% | -9.4% |
| 6M | -18.2% | +12.1% | -30.3% | -23.8% |
| YTD | +31.4% | +20.3% | +11.1% | +16.9% |
| 1Y | +9.2% | +41.0% | -31.8% | -12.0% |
| 3Y | +94.6% | +157.5% | -63.0% | +7.1% |
| 5Y | +170.2% | +123.2% | +47.0% | +60.8% |
| All | +449.9% | +360.6% | +89.3% | +102.9% |
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