+90.9%
IT vs RY
+355.6%
-264.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.8% |
| 7D | -6.8% | -3.0% | -3.9% | -5.1% |
| 30D | -0.6% | +6.3% | -6.8% | -4.0% |
| 3M | +3.1% | -2.6% | +5.6% | +4.4% |
| 6M | +25.5% | +13.9% | +11.6% | +14.3% |
| YTD | -23.5% | +21.7% | -45.2% | -33.7% |
| 1Y | -16.6% | +40.4% | -57.1% | -34.5% |
| 3Y | -53.1% | +161.3% | -214.4% | -76.2% |
| 5Y | -41.4% | +126.5% | -167.9% | -67.3% |
| 10Y | +90.9% | +354.3% | -263.4% | -27.1% |
| All | +90.9% | +355.6% | -264.7% | -27.1% |
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