+2,316.3%
ICE vs RY
+1,164.6%
+1,151.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.5% |
| 7D | -0.7% | +3.1% | -3.8% | -2.8% |
| 30D | +7.6% | -0.3% | +7.9% | +7.7% |
| 3M | +13.9% | +8.7% | +5.3% | +6.9% |
| 6M | -2.4% | +28.5% | -30.9% | -19.1% |
| YTD | +0.3% | +25.1% | -24.9% | -15.4% |
| 1Y | -6.4% | +46.3% | -52.7% | -29.5% |
| 3Y | +43.1% | +154.9% | -111.8% | -29.3% |
| 5Y | +42.1% | +140.3% | -98.2% | -27.8% |
| 10Y | +220.9% | +377.0% | -156.1% | -7.9% |
| All | +2,316.3% | +1,164.6% | +1,151.7% | +300.3% |
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