+357.9%
IGV vs RY
+371.6%
-13.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.4% |
| 7D | -3.3% | +2.7% | -6.0% | -4.9% |
| 30D | 0.0% | -1.0% | +1.0% | +0.4% |
| 3M | +7.3% | +7.6% | -0.3% | +2.1% |
| 6M | +16.7% | +29.5% | -12.7% | -1.5% |
| YTD | -2.8% | +24.2% | -27.0% | -15.9% |
| 1Y | -6.7% | +46.4% | -53.1% | -27.3% |
| 3Y | +41.1% | +159.4% | -118.3% | -24.5% |
| 5Y | +22.0% | +141.8% | -119.9% | -31.8% |
| 10Y | +357.9% | +373.9% | -16.0% | +73.1% |
| All | +357.9% | +371.6% | -13.7% | +73.1% |
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 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