+350.6%
RY vs IAG
+336.8%
+13.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | -0.6% | +16.8% | -17.4% | -1.7% |
| 30D | +6.1% | -1.5% | +7.6% | +6.1% |
| 3M | -3.4% | +0.5% | -3.9% | -3.6% |
| 6M | +12.8% | -1.0% | +13.8% | +12.2% |
| YTD | +21.0% | +12.3% | +8.7% | +18.7% |
| 1Y | +40.5% | +39.2% | +1.2% | +35.7% |
| 3Y | +159.9% | +712.3% | -552.4% | +118.4% |
| 5Y | +125.0% | +484.2% | -359.3% | +86.9% |
| 10Y | +350.6% | +382.3% | -31.7% | +268.5% |
| All | +350.6% | +336.8% | +13.8% | +268.5% |
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