+129.6%
IEF vs RY
+2,990.8%
-2,861.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.2% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | +3.1% | +5.9% | -2.8% | +3.5% |
| 3M | -0.5% | -4.3% | +3.8% | -0.7% |
| 6M | -1.6% | +12.1% | -13.8% | -0.8% |
| YTD | -1.6% | +20.3% | -21.8% | -0.2% |
| 1Y | -1.5% | +41.0% | -42.5% | +1.0% |
| 3Y | +12.4% | +157.5% | -145.1% | +20.6% |
| 5Y | -7.5% | +123.2% | -130.7% | -1.6% |
| 10Y | +5.2% | +365.7% | -360.5% | +20.1% |
| All | +129.6% | +2,990.8% | -2,861.2% | +207.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling