+181.5%
IP vs RY
+11,602.4%
-11,420.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | -0.5% |
| 7D | +3.4% | +2.5% | +0.9% | +1.7% |
| 30D | +11.2% | +8.4% | +2.8% | +5.4% |
| 3M | -14.8% | +1.2% | -16.0% | -15.6% |
| 6M | +17.3% | +19.4% | -2.1% | +4.3% |
| YTD | -6.2% | +25.4% | -31.6% | -19.4% |
| 1Y | +2.3% | +46.7% | -44.3% | -20.7% |
| 3Y | +17.7% | +168.6% | -151.0% | -39.4% |
| 5Y | -8.4% | +132.3% | -140.7% | -48.4% |
| 10Y | +32.1% | +385.7% | -353.6% | -53.0% |
| All | +181.5% | +11,602.4% | -11,420.9% | -73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling