+159.4%
RY vs IFF
+33.6%
+125.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.6% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | -1.0% | -0.3% | -0.7% | -1.0% |
| 3M | +7.6% | +18.6% | -10.9% | +4.1% |
| 6M | +29.5% | +17.4% | +12.1% | +24.8% |
| YTD | +24.2% | +28.5% | -4.3% | +16.9% |
| 1Y | +46.4% | +32.5% | +13.9% | +36.6% |
| 3Y | +159.4% | +34.1% | +125.4% | +135.3% |
| All | +159.4% | +33.6% | +125.8% | +135.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling