+10,042.6%
IRM vs RY
+11,029.3%
-986.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | -0.5% | +3.1% | -3.6% | -1.8% |
| 30D | -8.1% | -0.3% | -7.8% | -8.0% |
| 3M | -9.7% | +8.7% | -18.3% | -12.9% |
| 6M | +10.0% | +28.5% | -18.5% | -1.3% |
| YTD | +43.0% | +25.1% | +17.9% | +29.6% |
| 1Y | +32.7% | +46.3% | -13.6% | +12.5% |
| 3Y | +102.7% | +154.9% | -52.2% | +34.9% |
| 5Y | +187.6% | +140.3% | +47.3% | +95.8% |
| 10Y | +420.1% | +377.0% | +43.1% | +165.4% |
| All | +10,042.6% | +11,029.3% | -986.7% | +1,740.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling