-17.1%
IT vs RY
+39.8%
-56.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.2% |
| 7D | -3.7% | -0.5% | -3.1% | -3.8% |
| 30D | -3.1% | +4.7% | -7.9% | -1.1% |
| 3M | +6.3% | -4.5% | +10.8% | +3.7% |
| 6M | +24.8% | +12.5% | +12.2% | +26.8% |
| YTD | -24.4% | +21.1% | -45.5% | -20.5% |
| 1Y | -17.1% | +38.6% | -55.7% | -19.4% |
| All | -17.1% | +39.8% | -56.8% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling