+4,928.3%
RY vs IBN
+1,532.9%
+3,395.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +3.1% | +1.4% | +1.7% | +2.8% |
| 30D | -0.3% | -0.3% | 0.0% | -0.3% |
| 3M | +8.7% | +17.1% | -8.4% | +5.1% |
| 6M | +28.5% | +3.4% | +25.1% | +27.5% |
| YTD | +25.1% | +2.5% | +22.6% | +24.2% |
| 1Y | +46.3% | -4.2% | +50.5% | +47.1% |
| 3Y | +154.9% | +32.4% | +122.5% | +138.2% |
| 5Y | +140.3% | +59.2% | +81.1% | +114.6% |
| 10Y | +377.0% | +345.7% | +31.4% | +231.4% |
| All | +4,928.3% | +1,532.9% | +3,395.4% | +2,604.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling