+305.2%
IVV vs RY
+366.5%
-61.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -2.6% |
| 7D | -4.8% | -1.1% | -3.7% | -4.1% |
| 30D | -5.9% | +4.4% | -10.3% | -8.5% |
| 3M | -4.5% | -2.9% | -1.6% | -2.9% |
| 6M | +1.8% | +15.6% | -13.7% | -7.6% |
| YTD | +8.4% | +21.8% | -13.4% | -5.2% |
| 1Y | +9.4% | +42.6% | -33.2% | -13.7% |
| 3Y | +75.3% | +160.9% | -85.6% | -8.5% |
| 5Y | +67.8% | +126.1% | -58.3% | -4.3% |
| All | +305.2% | +366.5% | -61.4% | +57.9% |
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