+40.4%
RY vs IAG
+34.9%
+5.6%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.8% |
| 7D | -3.0% | +3.4% | -6.4% | -3.3% |
| 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% | +20.3% |
| 1Y | +40.4% | +32.2% | +8.3% | +36.1% |
| All | +40.4% | +34.9% | +5.6% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling