+2,032.6%
IBM vs RY
+11,573.6%
-9,541.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | -0.3% | +3.1% | -3.4% | -1.6% |
| 30D | +0.3% | -0.3% | +0.6% | +0.3% |
| 3M | -21.6% | +8.7% | -30.3% | -24.7% |
| 6M | -4.7% | +28.5% | -33.2% | -14.9% |
| YTD | -19.1% | +25.1% | -44.2% | -26.9% |
| 1Y | -2.5% | +46.3% | -48.8% | -17.7% |
| 3Y | +74.2% | +154.9% | -80.8% | +15.2% |
| 5Y | +113.1% | +140.3% | -27.2% | +43.3% |
| 10Y | +133.5% | +377.0% | -243.5% | +18.3% |
| All | +2,032.6% | +11,573.6% | -9,541.1% | +267.1% |
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