+2,197.7%
RY vs IAG
+308.0%
+1,889.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.0% | -2.9% |
| 7D | -1.1% | +4.5% | -5.6% | -1.5% |
| 30D | +4.4% | -5.7% | +10.1% | +4.8% |
| 3M | -2.9% | +10.1% | -13.1% | -4.0% |
| 6M | +15.6% | +7.3% | +8.3% | +14.2% |
| YTD | +21.8% | +6.1% | +15.7% | +19.7% |
| 1Y | +42.6% | +46.8% | -4.2% | +36.5% |
| 3Y | +160.9% | +573.1% | -412.2% | +116.8% |
| 5Y | +126.1% | +477.6% | -351.5% | +84.7% |
| 10Y | +371.7% | +315.7% | +56.0% | +273.4% |
| All | +2,197.7% | +308.0% | +1,889.7% | +1,425.0% |
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 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