-46.8%
IT vs RY
+154.9%
-201.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.5% |
| 7D | -6.0% | +3.1% | -9.1% | -6.7% |
| 30D | 0.0% | -0.3% | +0.3% | 0.0% |
| 3M | +13.1% | +8.7% | +4.4% | +9.1% |
| 6M | +11.7% | +28.5% | -16.8% | +0.4% |
| YTD | -26.1% | +25.1% | -51.2% | -32.9% |
| 1Y | -21.3% | +46.3% | -67.5% | -34.3% |
| All | -46.8% | +154.9% | -201.7% | -67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling