+83.4%
IYR vs RY
+351.8%
-268.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -0.1% | -0.5% | +0.4% | +0.2% |
| 30D | +5.7% | +4.7% | +1.0% | +2.7% |
| 3M | -0.6% | -4.5% | +3.9% | +2.1% |
| 6M | +0.5% | +12.5% | -12.0% | -7.2% |
| YTD | +10.4% | +21.1% | -10.7% | -3.0% |
| 1Y | +9.2% | +38.6% | -29.5% | -12.2% |
| 3Y | +40.5% | +160.2% | -119.6% | -26.0% |
| 5Y | +5.9% | +124.7% | -118.8% | -39.2% |
| All | +83.4% | +351.8% | -268.4% | -29.9% |
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 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