+363.6%
IGV vs RY
+351.1%
+12.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +2.3% | +0.6% | +1.8% | +2.0% |
| 30D | -6.0% | +5.0% | -11.0% | -8.8% |
| 3M | -4.8% | -5.3% | +0.5% | -1.8% |
| 6M | +14.2% | +13.8% | +0.4% | +4.7% |
| YTD | -4.2% | +21.0% | -25.2% | -15.8% |
| 1Y | -5.3% | +40.5% | -45.8% | -24.4% |
| 3Y | +38.8% | +159.7% | -120.9% | -25.8% |
| 5Y | +14.2% | +124.3% | -110.1% | -33.1% |
| All | +363.6% | +351.1% | +12.5% | +89.7% |
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