-43.1%
IT vs RY
+122.0%
-165.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.4% |
| 7D | -16.9% | -0.9% | -16.0% | -16.5% |
| 30D | +2.3% | +5.9% | -3.5% | -0.1% |
| 3M | +2.9% | -4.3% | +7.1% | +4.8% |
| 6M | +25.9% | +12.1% | +13.7% | +17.2% |
| YTD | -24.6% | +20.3% | -44.9% | -32.9% |
| 1Y | -16.0% | +41.0% | -57.1% | -32.3% |
| 3Y | -51.6% | +157.5% | -209.1% | -73.8% |
| All | -43.1% | +122.0% | -165.1% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling