+149.9%
IBM vs RY
+367.8%
-217.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.4% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | +8.4% | +7.1% | +1.3% | +4.1% |
| 3M | +4.5% | -2.7% | +7.1% | +5.9% |
| 6M | +7.9% | +13.8% | -5.9% | -1.2% |
| YTD | -15.2% | +22.1% | -37.3% | -25.7% |
| 1Y | -17.6% | +43.1% | -60.6% | -34.5% |
| 3Y | +82.1% | +163.6% | -81.6% | -2.0% |
| 5Y | +143.3% | +126.2% | +17.1% | +41.7% |
| 10Y | +149.9% | +358.7% | -208.8% | -4.0% |
| All | +149.9% | +367.8% | -217.9% | -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