+377.5%
RY vs IBN
+323.1%
+54.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +3.1% | +1.4% | +1.7% | +2.7% |
| 30D | -0.3% | -0.3% | 0.0% | -0.2% |
| 3M | +8.7% | +17.1% | -8.4% | +3.9% |
| 6M | +28.5% | +3.4% | +25.1% | +27.1% |
| YTD | +25.1% | +2.5% | +22.6% | +23.8% |
| 1Y | +46.3% | -4.2% | +50.5% | +47.2% |
| 3Y | +154.9% | +32.4% | +122.5% | +132.3% |
| 5Y | +140.3% | +59.2% | +81.1% | +106.0% |
| All | +377.5% | +323.1% | +54.4% | +226.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling