+83.2%
IYR vs RY
+360.9%
-277.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | +0.2% |
| 7D | +2.0% | -0.9% | +2.9% | +2.5% |
| 30D | +8.2% | +5.9% | +2.4% | +4.4% |
| 3M | -1.7% | -4.3% | +2.5% | +0.8% |
| 6M | -0.4% | +12.1% | -12.5% | -7.8% |
| YTD | +9.9% | +20.3% | -10.4% | -3.0% |
| 1Y | +10.4% | +41.0% | -30.6% | -12.1% |
| 3Y | +38.4% | +157.5% | -119.1% | -26.6% |
| 5Y | +5.2% | +123.2% | -118.0% | -39.3% |
| All | +83.2% | +360.9% | -277.7% | -29.4% |
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