+65.1%
IVZ vs RY
+140.8%
-75.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.9% |
| 7D | +0.6% | +3.1% | -2.5% | -2.8% |
| 30D | +4.0% | -0.3% | +4.3% | +4.2% |
| 3M | +18.2% | +8.7% | +9.5% | +7.6% |
| 6M | +32.8% | +28.5% | +4.3% | +0.4% |
| YTD | +28.7% | +25.1% | +3.6% | +0.2% |
| 1Y | +55.4% | +46.3% | +9.1% | +1.4% |
| 3Y | +135.2% | +154.9% | -19.7% | -19.9% |
| All | +65.1% | +140.8% | -75.6% | -39.8% |
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