+348.6%
RY vs IFF
-12.5%
+361.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.4% |
| 7D | +0.6% | -1.8% | +2.3% | +1.0% |
| 30D | +5.0% | -9.4% | +14.5% | +7.6% |
| 3M | -5.3% | -3.0% | -2.3% | -4.8% |
| 6M | +13.8% | +5.8% | +8.0% | +11.2% |
| YTD | +21.0% | +22.4% | -1.4% | +12.3% |
| 1Y | +40.5% | +23.0% | +17.5% | +30.0% |
| 3Y | +159.7% | +21.8% | +137.9% | +136.3% |
| 5Y | +124.3% | -39.2% | +163.6% | +146.2% |
| All | +348.6% | -12.5% | +361.1% | +320.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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