-12.3%
IP vs RY
+124.6%
-136.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -2.0% |
| 7D | -5.0% | -1.1% | -3.9% | -4.2% |
| 30D | +6.5% | +4.4% | +2.1% | +3.5% |
| 3M | -18.0% | -2.9% | -15.1% | -16.5% |
| 6M | +10.3% | +15.6% | -5.3% | -0.1% |
| YTD | -9.9% | +21.8% | -31.7% | -21.5% |
| 1Y | -1.1% | +42.6% | -43.6% | -22.5% |
| 3Y | +13.0% | +160.9% | -147.9% | -42.7% |
| 5Y | -12.3% | +126.1% | -138.3% | -50.6% |
| All | -12.3% | +124.6% | -136.9% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling