+373.8%
RY vs IFF
-20.3%
+394.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -2.2% | -3.2% | +0.9% | -1.4% |
| 30D | -3.6% | -0.3% | -3.3% | -3.5% |
| 3M | +3.9% | +8.4% | -4.5% | +1.3% |
| 6M | +26.4% | +23.0% | +3.4% | +18.2% |
| YTD | +22.3% | +25.5% | -3.1% | +13.2% |
| 1Y | +43.7% | +29.1% | +14.6% | +31.5% |
| 3Y | +154.0% | +31.7% | +122.3% | +126.5% |
| 5Y | +137.6% | -35.2% | +172.8% | +155.3% |
| All | +373.8% | -20.3% | +394.1% | +348.6% |
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