+362.3%
IGV vs RY
+355.6%
+6.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.6% |
| 7D | -1.3% | -3.0% | +1.7% | +0.6% |
| 30D | -8.1% | +6.3% | -14.4% | -11.5% |
| 3M | -1.6% | -2.6% | +1.0% | -0.3% |
| 6M | +12.7% | +13.9% | -1.2% | +3.3% |
| YTD | -3.3% | +21.7% | -24.9% | -15.3% |
| 1Y | -7.9% | +40.4% | -48.4% | -26.4% |
| 3Y | +40.3% | +161.3% | -121.0% | -25.2% |
| 5Y | +17.3% | +126.5% | -109.2% | -31.7% |
| 10Y | +362.3% | +354.3% | +7.9% | +89.1% |
| All | +362.3% | +355.6% | +6.6% | +89.1% |
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