-18.7%
IBM vs RY
+41.3%
-60.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | +8.4% | +6.1% | +2.3% | +7.0% |
| 3M | +4.2% | -3.4% | +7.6% | +4.9% |
| 6M | +7.9% | +12.8% | -4.9% | -2.2% |
| YTD | -15.2% | +21.0% | -36.2% | -26.4% |
| 1Y | -18.7% | +40.5% | -59.2% | -34.9% |
| All | -18.7% | +41.3% | -60.1% | -34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling