+41.1%
IJR vs RY
+140.3%
-99.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.2% |
| 7D | +0.9% | +2.7% | -1.8% | -1.0% |
| 30D | -3.1% | -1.0% | -2.2% | -2.6% |
| 3M | +4.4% | +7.6% | -3.2% | -1.4% |
| 6M | +16.1% | +29.5% | -13.3% | -4.5% |
| YTD | +20.6% | +24.2% | -3.6% | +2.1% |
| 1Y | +22.9% | +46.4% | -23.5% | -8.1% |
| 3Y | +55.2% | +159.4% | -104.2% | -25.5% |
| 5Y | +41.1% | +141.8% | -100.8% | -29.8% |
| All | +41.1% | +140.3% | -99.2% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling