+41.5%
IVZ vs RY
+351.1%
-309.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.5% |
| 7D | +7.6% | +0.6% | +7.0% | +6.9% |
| 30D | +4.3% | +5.0% | -0.7% | -1.3% |
| 3M | -9.3% | -5.3% | -4.0% | -3.3% |
| 6M | +5.2% | +13.8% | -8.6% | -9.9% |
| YTD | +13.4% | +21.0% | -7.5% | -9.8% |
| 1Y | +25.4% | +40.5% | -15.1% | -16.8% |
| 3Y | +152.5% | +159.7% | -7.2% | -21.3% |
| 5Y | +36.7% | +124.3% | -87.6% | -48.7% |
| All | +41.5% | +351.1% | -309.6% | -70.6% |
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