+11,131.7%
RY vs IFF
+269.9%
+10,861.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -3.0% | -5.7% | +2.7% | -1.1% |
| 30D | +6.3% | -2.7% | +9.0% | +7.0% |
| 3M | -2.6% | -2.3% | -0.3% | -2.2% |
| 6M | +13.9% | +6.0% | +7.9% | +10.7% |
| YTD | +21.7% | +24.6% | -2.9% | +10.7% |
| 1Y | +40.4% | +29.4% | +11.1% | +25.9% |
| 3Y | +161.3% | +23.1% | +138.2% | +133.0% |
| 5Y | +126.5% | -37.2% | +163.6% | +145.4% |
| 10Y | +354.3% | -10.8% | +365.1% | +310.5% |
| All | +11,131.7% | +269.9% | +10,861.8% | +5,520.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling