+129.8%
IEF vs RY
+3,115.5%
-2,985.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | -0.1% |
| 7D | -0.3% | +3.1% | -3.4% | -0.1% |
| 30D | -0.8% | -0.3% | -0.5% | -0.8% |
| 3M | -1.0% | +8.7% | -9.6% | -0.4% |
| 6M | -2.8% | +28.5% | -31.3% | -1.0% |
| YTD | -1.5% | +25.1% | -26.6% | +0.1% |
| 1Y | -0.4% | +46.3% | -46.7% | +2.3% |
| 3Y | +9.7% | +154.9% | -145.3% | +17.5% |
| 5Y | -8.3% | +140.3% | -148.6% | -2.0% |
| 10Y | +4.6% | +377.0% | -372.4% | +19.6% |
| All | +129.8% | +3,115.5% | -2,985.7% | +208.1% |
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