+89.1%
IYR vs RY
+354.4%
-265.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +0.9% |
| 7D | +2.1% | -0.6% | +2.7% | +2.5% |
| 30D | +7.2% | +6.1% | +1.0% | +3.2% |
| 3M | +0.4% | -3.4% | +3.7% | +2.4% |
| 6M | +1.4% | +12.8% | -11.3% | -6.5% |
| YTD | +11.3% | +21.0% | -9.7% | -2.1% |
| 1Y | +10.5% | +40.5% | -30.0% | -11.9% |
| 3Y | +41.7% | +159.9% | -118.2% | -25.4% |
| 5Y | +7.1% | +125.0% | -117.9% | -38.6% |
| 10Y | +89.1% | +350.6% | -261.5% | -27.8% |
| All | +89.1% | +354.4% | -265.3% | -27.8% |
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 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