+2,489.8%
ICE vs RY
+1,115.5%
+1,374.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.1% |
| 7D | +2.0% | -0.9% | +2.9% | +2.6% |
| 30D | +12.9% | +5.9% | +7.0% | +8.3% |
| 3M | +15.4% | -4.3% | +19.7% | +18.6% |
| 6M | +13.1% | +12.1% | +1.0% | +3.4% |
| YTD | +7.5% | +20.3% | -12.8% | -7.0% |
| 1Y | +18.3% | +41.0% | -22.7% | -8.8% |
| 3Y | +65.9% | +157.5% | -91.6% | -18.8% |
| 5Y | +35.2% | +123.2% | -88.0% | -27.6% |
| 10Y | +266.7% | +365.7% | -98.9% | +6.8% |
| All | +2,489.8% | +1,115.5% | +1,374.3% | +340.1% |
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