+49.0%
IVZ vs RY
+360.6%
-311.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +1.5% |
| 7D | -2.4% | -0.9% | -1.6% | -1.2% |
| 30D | -11.2% | +5.9% | -17.1% | -16.8% |
| 3M | -14.0% | -4.3% | -9.7% | -9.5% |
| 6M | +0.5% | +12.1% | -11.7% | -12.5% |
| YTD | +5.4% | +20.3% | -14.8% | -15.7% |
| 1Y | +19.5% | +41.0% | -21.6% | -21.1% |
| 3Y | +128.7% | +157.5% | -28.8% | -28.2% |
| 5Y | +28.8% | +123.2% | -94.4% | -51.4% |
| All | +49.0% | +360.6% | -311.6% | -69.5% |
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