+2,143.5%
IBM vs RY
+11,266.1%
-9,122.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | 0.0% | -1.6% |
| 7D | -4.3% | -1.1% | -3.2% | -3.9% |
| 30D | +11.7% | +4.4% | +7.2% | +9.6% |
| 3M | +5.5% | -2.9% | +8.4% | +6.7% |
| 6M | +9.5% | +15.6% | -6.1% | +2.3% |
| YTD | -14.9% | +21.8% | -36.7% | -22.3% |
| 1Y | -17.4% | +42.6% | -59.9% | -29.5% |
| 3Y | +83.3% | +160.9% | -77.6% | +20.1% |
| 5Y | +142.1% | +126.1% | +16.0% | +67.0% |
| 10Y | +157.2% | +371.7% | -214.5% | +30.9% |
| All | +2,143.5% | +11,266.1% | -9,122.5% | +290.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling