+535.8%
IBB vs RY
+3,156.1%
-2,620.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.9% | -2.2% | -3.7% |
| 7D | -3.6% | -1.1% | -2.5% | -3.1% |
| 30D | +3.4% | +4.4% | -1.0% | +1.3% |
| 3M | +9.5% | -2.9% | +12.4% | +10.9% |
| 6M | +23.3% | +15.6% | +7.7% | +14.9% |
| YTD | +24.5% | +21.8% | +2.7% | +13.1% |
| 1Y | +32.9% | +42.6% | -9.7% | +12.2% |
| 3Y | +76.6% | +160.9% | -84.3% | +12.2% |
| 5Y | +35.5% | +126.1% | -90.6% | -8.7% |
| 10Y | +156.7% | +371.7% | -215.0% | +21.9% |
| All | +535.8% | +3,156.1% | -2,620.2% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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