+336.0%
IR vs RY
+318.8%
+17.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.4% |
| 7D | +1.1% | -3.0% | +4.0% | +3.9% |
| 30D | +7.6% | +6.3% | +1.3% | +1.7% |
| 3M | +0.1% | -2.6% | +2.7% | +2.1% |
| 6M | +14.0% | +13.9% | 0.0% | +0.5% |
| YTD | +7.5% | +21.7% | -14.2% | -10.6% |
| 1Y | +10.1% | +40.4% | -30.3% | -19.6% |
| 3Y | +24.9% | +161.3% | -136.5% | -50.1% |
| 5Y | +46.9% | +126.5% | -79.6% | -32.9% |
| All | +336.0% | +318.8% | +17.2% | +6.4% |
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 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