-67.9%
IOVA vs RY
+122.0%
-189.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +4.9% |
| 7D | -5.2% | -0.9% | -4.3% | -4.5% |
| 30D | -37.8% | +5.9% | -43.6% | -40.7% |
| 3M | +29.5% | -4.3% | +33.7% | +33.2% |
| 6M | +96.6% | +12.1% | +84.5% | +75.9% |
| YTD | +194.5% | +20.3% | +174.2% | +146.9% |
| 1Y | +248.1% | +41.0% | +207.0% | +152.8% |
| 3Y | +86.1% | +157.5% | -71.4% | -15.9% |
| All | -67.9% | +122.0% | -189.9% | -84.3% |
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 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