+990.2%
IBKR vs RY
+377.3%
+612.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -1.3% | -2.2% | +0.9% | +0.4% |
| 30D | -0.2% | -3.6% | +3.3% | +2.7% |
| 3M | +3.0% | +3.9% | -1.0% | -0.1% |
| 6M | +33.9% | +26.4% | +7.5% | +11.6% |
| YTD | +42.5% | +22.3% | +20.2% | +22.2% |
| 1Y | +44.9% | +43.7% | +1.2% | +9.7% |
| 3Y | +293.0% | +154.0% | +139.1% | +87.7% |
| 5Y | +497.7% | +137.6% | +360.1% | +199.1% |
| All | +990.2% | +377.3% | +612.9% | +212.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling