+20.6%
ICE vs RY
+46.4%
-25.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.7% | +1.8% |
| 7D | +12.2% | +2.5% | +9.7% | +11.6% |
| 30D | +15.0% | +8.4% | +6.5% | +13.3% |
| 3M | +17.6% | +1.2% | +16.4% | +17.3% |
| 6M | +12.6% | +19.4% | -6.8% | +7.3% |
| YTD | +9.1% | +25.4% | -16.3% | +3.3% |
| 1Y | +20.6% | +46.7% | -26.1% | +2.2% |
| All | +20.6% | +46.4% | -25.8% | +2.2% |
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