+9.3%
IOVA vs RY
+373.9%
-364.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.6% |
| 7D | +9.7% | +3.1% | +6.6% | +7.2% |
| 30D | +102.5% | -0.3% | +102.9% | +102.4% |
| 3M | +100.7% | +8.7% | +92.0% | +87.0% |
| 6M | +106.3% | +28.5% | +77.8% | +68.7% |
| YTD | +222.0% | +25.1% | +196.9% | +168.3% |
| 1Y | +299.5% | +46.3% | +253.3% | +194.6% |
| 3Y | +42.9% | +154.9% | -112.0% | -30.0% |
| 5Y | -65.0% | +140.3% | -205.3% | -82.6% |
| All | +9.3% | +373.9% | -364.6% | -69.7% |
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