+7.3%
IEF vs RY
+354.4%
-347.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.6% | -0.9% |
| 7D | -0.2% | -0.6% | +0.4% | -0.2% |
| 30D | +1.8% | +6.1% | -4.3% | +2.0% |
| 3M | -1.2% | -3.4% | +2.2% | -1.3% |
| 6M | -2.5% | +12.8% | -15.3% | -2.1% |
| YTD | -2.5% | +21.0% | -23.5% | -1.9% |
| 1Y | -2.3% | +40.5% | -42.7% | -1.1% |
| 3Y | +11.3% | +159.9% | -148.6% | +15.8% |
| 5Y | -7.6% | +125.0% | -132.6% | -4.6% |
| 10Y | +7.3% | +350.6% | -343.3% | +14.8% |
| All | +7.3% | +354.4% | -347.1% | +14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling