+147.3%
IBM vs RY
+351.1%
-203.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +1.6% | +0.6% | +1.0% | +1.2% |
| 30D | +9.2% | +5.0% | +4.2% | +6.1% |
| 3M | +4.9% | -5.3% | +10.2% | +8.1% |
| 6M | +16.8% | +13.8% | +2.9% | +6.9% |
| YTD | -14.3% | +21.0% | -35.2% | -24.5% |
| 1Y | -16.7% | +40.5% | -57.2% | -33.1% |
| 3Y | +82.2% | +159.7% | -77.4% | -1.0% |
| 5Y | +149.9% | +124.3% | +25.6% | +46.3% |
| All | +147.3% | +351.1% | -203.8% | -4.0% |
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