+264.8%
ICE vs RY
+355.6%
-90.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.1% |
| 7D | +3.2% | -3.0% | +6.2% | +4.9% |
| 30D | +14.7% | +6.3% | +8.5% | +10.9% |
| 3M | +19.8% | -2.6% | +22.4% | +21.2% |
| 6M | +15.2% | +13.9% | +1.3% | +6.6% |
| YTD | +12.7% | +21.7% | -9.0% | +0.2% |
| 1Y | +20.4% | +40.4% | -20.0% | -1.3% |
| 3Y | +70.8% | +161.3% | -90.6% | -3.1% |
| 5Y | +43.9% | +126.5% | -82.5% | -12.0% |
| 10Y | +264.8% | +354.3% | -89.6% | +54.1% |
| All | +264.8% | +355.6% | -90.9% | +54.1% |
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 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