+352.1%
IDXX vs RY
+377.3%
-25.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | -5.7% | -2.2% | -3.5% | -4.5% |
| 30D | -11.5% | -3.6% | -8.0% | -9.9% |
| 3M | -9.5% | +3.9% | -13.5% | -11.9% |
| 6M | -16.0% | +26.4% | -42.4% | -26.9% |
| YTD | -25.4% | +22.3% | -47.7% | -34.0% |
| 1Y | -21.8% | +43.7% | -65.5% | -37.0% |
| 3Y | +7.0% | +154.0% | -146.9% | -38.7% |
| 5Y | -26.0% | +137.6% | -163.5% | -56.0% |
| All | +352.1% | +377.3% | -25.2% | +86.2% |
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 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