+2,168.4%
RY vs IAG
+337.4%
+1,831.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.2% | -8.5% | -1.8% |
| 7D | -0.9% | +21.4% | -22.3% | -2.4% |
| 30D | +5.9% | +4.0% | +1.8% | +5.4% |
| 3M | -4.3% | +17.0% | -21.3% | -5.7% |
| 6M | +12.1% | +1.4% | +10.7% | +11.3% |
| YTD | +20.3% | +13.8% | +6.5% | +17.5% |
| 1Y | +41.0% | +55.8% | -14.8% | +34.4% |
| 3Y | +157.5% | +647.4% | -489.9% | +112.3% |
| 5Y | +123.2% | +519.1% | -396.0% | +81.3% |
| 10Y | +365.7% | +345.6% | +20.1% | +266.6% |
| All | +2,168.4% | +337.4% | +1,831.0% | +1,397.1% |
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 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