+125.1%
RY vs IBN
+73.5%
+51.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.3% |
| 7D | +0.6% | +1.9% | -1.3% | 0.0% |
| 30D | +5.0% | +22.1% | -17.1% | -1.6% |
| 3M | -5.3% | +17.1% | -22.4% | -10.1% |
| 6M | +13.8% | +35.5% | -21.7% | +3.0% |
| YTD | +21.0% | +16.8% | +4.1% | +14.4% |
| 1Y | +40.5% | +12.4% | +28.1% | +34.5% |
| 3Y | +159.7% | +58.0% | +101.6% | +116.1% |
| All | +125.1% | +73.5% | +51.7% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling