+4,733.4%
RY vs IBN
+1,726.4%
+3,007.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.5% | -2.1% |
| 7D | -0.9% | +15.1% | -16.0% | -3.8% |
| 30D | +5.9% | +21.6% | -15.8% | +1.5% |
| 3M | -4.3% | +11.2% | -15.5% | -6.5% |
| 6M | +12.1% | +27.8% | -15.6% | +6.3% |
| YTD | +20.3% | +14.7% | +5.6% | +16.5% |
| 1Y | +41.0% | +14.4% | +26.6% | +36.6% |
| 3Y | +157.5% | +52.1% | +105.4% | +133.5% |
| 5Y | +123.2% | +70.7% | +52.5% | +96.5% |
| 10Y | +365.7% | +385.5% | -19.8% | +217.9% |
| All | +4,733.4% | +1,726.4% | +3,007.0% | +2,436.7% |
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