+991.4%
IT vs RY
+11,573.6%
-10,582.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.3% |
| 7D | -6.0% | +3.1% | -9.1% | -7.5% |
| 30D | 0.0% | -0.3% | +0.3% | 0.0% |
| 3M | +13.1% | +8.7% | +4.4% | +7.5% |
| 6M | +11.7% | +28.5% | -16.8% | -3.1% |
| YTD | -26.1% | +25.1% | -51.2% | -35.2% |
| 1Y | -21.3% | +46.3% | -67.5% | -36.4% |
| 3Y | -46.7% | +154.9% | -201.7% | -68.2% |
| 5Y | -40.5% | +140.3% | -180.8% | -63.4% |
| 10Y | +103.9% | +377.0% | -273.2% | -11.8% |
| All | +991.4% | +11,573.6% | -10,582.3% | +37.9% |
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