+62.8%
IOT vs RY
+146.4%
-83.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +4.3% |
| 7D | -2.3% | +3.1% | -5.4% | -5.0% |
| 30D | +3.8% | -0.3% | +4.1% | +3.7% |
| 3M | +14.2% | +8.7% | +5.5% | +4.6% |
| 6M | +40.1% | +28.5% | +11.6% | +8.0% |
| YTD | +13.4% | +25.1% | -11.7% | -10.4% |
| 1Y | +12.2% | +46.3% | -34.1% | -24.4% |
| 3Y | +30.0% | +154.9% | -125.0% | -51.9% |
| All | +62.8% | +146.4% | -83.7% | -34.0% |
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