+28.8%
IVZ vs RY
+124.6%
-95.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.9% | -5.1% | -4.8% |
| 7D | -6.7% | -1.1% | -5.6% | -5.3% |
| 30D | -10.9% | +4.4% | -15.3% | -14.8% |
| 3M | -14.8% | -2.9% | -11.9% | -12.0% |
| 6M | +2.4% | +15.6% | -13.2% | -12.8% |
| YTD | +5.4% | +21.8% | -16.4% | -15.4% |
| 1Y | +19.6% | +42.6% | -23.0% | -19.6% |
| 3Y | +122.4% | +160.9% | -38.5% | -26.4% |
| 5Y | +28.8% | +126.1% | -97.3% | -48.9% |
| All | +28.8% | +124.6% | -95.9% | -48.9% |
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 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