+18.5%
IP vs RY
+166.5%
-148.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | -0.5% |
| 7D | +3.4% | +2.5% | +0.9% | +1.8% |
| 30D | +11.2% | +8.4% | +2.8% | +5.5% |
| 3M | -14.8% | +1.2% | -16.0% | -15.6% |
| 6M | +17.3% | +19.4% | -2.1% | +4.6% |
| YTD | -6.2% | +25.4% | -31.6% | -19.2% |
| 1Y | +2.3% | +46.7% | -44.3% | -19.9% |
| All | +18.5% | +166.5% | -148.0% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling