+177.1%
IJH vs RY
+377.5%
-200.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -2.5% | -2.9% | +0.4% | -0.3% |
| 30D | -5.0% | -2.0% | -3.0% | -3.6% |
| 3M | +0.5% | +4.9% | -4.3% | -3.5% |
| 6M | +8.2% | +26.1% | -17.9% | -10.1% |
| YTD | +12.5% | +22.4% | -9.9% | -4.6% |
| 1Y | +14.4% | +44.7% | -30.4% | -15.1% |
| 3Y | +49.5% | +155.7% | -106.2% | -30.6% |
| 5Y | +47.8% | +137.7% | -89.9% | -27.8% |
| All | +177.1% | +377.5% | -200.4% | -18.3% |
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