+1,010.5%
IVZ vs RY
+11,573.6%
-10,563.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.7% |
| 7D | +0.6% | +3.1% | -2.5% | -2.2% |
| 30D | +4.0% | -0.3% | +4.3% | +4.2% |
| 3M | +18.2% | +8.7% | +9.5% | +9.4% |
| 6M | +32.8% | +28.5% | +4.3% | +5.3% |
| YTD | +28.7% | +25.1% | +3.6% | +4.6% |
| 1Y | +55.4% | +46.3% | +9.1% | +9.2% |
| 3Y | +135.2% | +154.9% | -19.7% | -0.7% |
| 5Y | +64.2% | +140.3% | -76.1% | -25.6% |
| 10Y | +64.6% | +377.0% | -312.4% | -56.8% |
| All | +1,010.5% | +11,573.6% | -10,563.2% | -33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling