+2,259.9%
RY vs IAG
+377.5%
+1,882.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.5% |
| 7D | +3.1% | -0.5% | +3.6% | +3.1% |
| 30D | -0.3% | +28.9% | -29.2% | -2.4% |
| 3M | +8.7% | +19.1% | -10.5% | +6.8% |
| 6M | +28.5% | -10.3% | +38.8% | +28.7% |
| YTD | +25.1% | +24.2% | +0.9% | +21.7% |
| 1Y | +46.3% | +116.5% | -70.2% | +35.8% |
| 3Y | +154.9% | +742.8% | -587.9% | +108.2% |
| 5Y | +140.3% | +753.3% | -613.0% | +90.5% |
| 10Y | +377.0% | +403.2% | -26.1% | +271.3% |
| All | +2,259.9% | +377.5% | +1,882.4% | +1,449.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling