+354.3%
RY vs IAG
+370.6%
-16.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.7% |
| 7D | -3.0% | +3.4% | -6.4% | -3.2% |
| 30D | +6.3% | -2.7% | +8.9% | +6.3% |
| 3M | -2.6% | -0.5% | -2.1% | -2.8% |
| 6M | +13.9% | -4.8% | +18.8% | +13.6% |
| YTD | +21.7% | +9.6% | +12.1% | +19.6% |
| 1Y | +40.4% | +32.2% | +8.3% | +36.1% |
| 3Y | +161.3% | +692.5% | -531.2% | +119.9% |
| 5Y | +126.5% | +447.6% | -321.1% | +88.9% |
| 10Y | +354.3% | +403.3% | -49.0% | +271.0% |
| All | +354.3% | +370.6% | -16.2% | +271.0% |
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