+293.0%
IBKR vs RY
+154.6%
+138.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -1.3% | -2.2% | +0.9% | +0.3% |
| 30D | -0.2% | -3.6% | +3.3% | +2.5% |
| 3M | +3.0% | +3.9% | -1.0% | +0.3% |
| 6M | +33.9% | +26.4% | +7.5% | +13.4% |
| YTD | +42.5% | +22.3% | +20.2% | +23.6% |
| 1Y | +44.9% | +43.7% | +1.2% | +14.4% |
| 3Y | +293.0% | +154.0% | +139.1% | +138.8% |
| All | +293.0% | +154.6% | +138.4% | +138.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling