+55.6%
IOT vs RY
+141.1%
-85.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -0.8% | -2.9% | +2.1% | +1.8% |
| 30D | -4.7% | -2.0% | -2.6% | -3.2% |
| 3M | +17.8% | +4.9% | +12.9% | +11.4% |
| 6M | +16.8% | +26.1% | -9.3% | -8.3% |
| YTD | +8.4% | +22.4% | -13.9% | -12.6% |
| 1Y | -0.8% | +44.7% | -45.5% | -32.5% |
| 3Y | +25.7% | +155.7% | -129.9% | -53.9% |
| All | +55.6% | +141.1% | -85.4% | -35.6% |
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