+374.5%
RY vs IAG
+371.9%
+2.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.6% |
| 7D | +3.1% | -0.5% | +3.6% | +3.1% |
| 30D | -0.3% | +28.9% | -29.2% | -2.2% |
| 3M | +8.7% | +19.1% | -10.5% | +7.0% |
| 6M | +28.5% | -10.3% | +38.8% | +28.6% |
| YTD | +25.1% | +24.2% | +0.9% | +22.1% |
| 1Y | +46.3% | +116.5% | -70.2% | +37.2% |
| 3Y | +154.9% | +742.8% | -587.9% | +114.3% |
| 5Y | +140.3% | +753.3% | -613.0% | +96.2% |
| All | +374.5% | +371.9% | +2.7% | +286.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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