+49.0%
IVZ vs RY
+366.5%
-317.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.9% | -5.1% | -4.6% |
| 7D | -6.7% | -1.1% | -5.6% | -5.2% |
| 30D | -10.9% | +4.4% | -15.3% | -15.2% |
| 3M | -14.8% | -2.9% | -11.9% | -11.8% |
| 6M | +2.4% | +15.6% | -13.2% | -14.0% |
| YTD | +5.4% | +21.8% | -16.4% | -16.9% |
| 1Y | +19.6% | +42.6% | -23.0% | -22.1% |
| 3Y | +122.4% | +160.9% | -38.5% | -31.2% |
| 5Y | +28.8% | +126.1% | -97.3% | -52.2% |
| All | +49.0% | +366.5% | -317.5% | -69.9% |
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