+1,012.9%
IT vs RY
+11,121.0%
-10,108.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.5% |
| 3M | +2.9% | -4.3% | +7.1% | +5.0% |
| 6M | +25.9% | +12.1% | +13.7% | +17.6% |
| YTD | -24.6% | +20.3% | -44.9% | -32.6% |
| 1Y | -16.0% | +41.0% | -57.1% | -30.9% |
| 3Y | -51.6% | +157.5% | -209.1% | -71.2% |
| 5Y | -42.6% | +123.2% | -165.8% | -63.3% |
| 10Y | +103.6% | +365.7% | -262.1% | -10.8% |
| All | +1,012.9% | +11,121.0% | -10,108.1% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling