+26.5%
IP vs RY
+360.6%
-334.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.9% |
| 7D | -5.1% | -0.9% | -4.2% | -4.3% |
| 30D | +8.5% | +5.9% | +2.7% | +3.5% |
| 3M | -13.8% | -4.3% | -9.6% | -10.8% |
| 6M | +5.7% | +12.1% | -6.4% | -4.1% |
| YTD | -9.1% | +20.3% | -29.4% | -22.4% |
| 1Y | -0.8% | +41.0% | -41.8% | -25.9% |
| 3Y | +14.8% | +157.5% | -142.7% | -49.8% |
| 5Y | -11.5% | +123.2% | -134.7% | -56.6% |
| All | +26.5% | +360.6% | -334.1% | -62.8% |
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