-19.1%
IP vs RY
+46.1%
-65.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.7% |
| 7D | -5.3% | +3.1% | -8.4% | -7.6% |
| 30D | -10.9% | -0.3% | -10.5% | -10.8% |
| 3M | +11.2% | +8.7% | +2.5% | +2.8% |
| 6M | -10.2% | +28.5% | -38.8% | -28.7% |
| YTD | -2.0% | +25.1% | -27.1% | -21.0% |
| 1Y | -19.1% | +46.3% | -65.4% | -45.9% |
| All | -19.1% | +46.1% | -65.2% | -45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling