+11,082.0%
RY vs IFF
+259.7%
+10,822.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.4% |
| 7D | -0.5% | -6.9% | +6.4% | +1.7% |
| 30D | +4.7% | -8.9% | +13.6% | +7.7% |
| 3M | -4.5% | -3.7% | -0.8% | -3.7% |
| 6M | +12.5% | +3.5% | +9.1% | +10.2% |
| YTD | +21.1% | +21.2% | 0.0% | +11.2% |
| 1Y | +38.6% | +25.6% | +13.0% | +25.5% |
| 3Y | +160.2% | +19.7% | +140.4% | +134.1% |
| 5Y | +124.7% | -39.8% | +164.5% | +147.0% |
| 10Y | +352.3% | -13.2% | +365.6% | +312.3% |
| All | +11,082.0% | +259.7% | +10,822.3% | +5,545.4% |
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 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