+23.9%
IP vs RY
+154.9%
-131.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.6% |
| 7D | -5.3% | +3.1% | -8.4% | -7.0% |
| 30D | -10.9% | -0.3% | -10.5% | -10.8% |
| 3M | +11.2% | +8.7% | +2.5% | +5.6% |
| 6M | -10.2% | +28.5% | -38.8% | -22.8% |
| YTD | -2.0% | +25.1% | -27.1% | -14.6% |
| 1Y | -19.1% | +46.3% | -65.4% | -35.3% |
| All | +23.9% | +154.9% | -131.0% | -25.4% |
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