+64.3%
IYR vs RY
+371.6%
-307.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.4% |
| 7D | -0.4% | +2.7% | -3.1% | -2.1% |
| 30D | -2.5% | -1.0% | -1.5% | -2.0% |
| 3M | +1.5% | +7.6% | -6.2% | -3.5% |
| 6M | +3.9% | +29.5% | -25.6% | -12.3% |
| YTD | +9.5% | +24.2% | -14.6% | -5.2% |
| 1Y | +7.5% | +46.4% | -38.9% | -16.5% |
| 3Y | +30.8% | +159.4% | -128.6% | -30.9% |
| 5Y | +4.8% | +141.8% | -137.1% | -42.7% |
| 10Y | +64.3% | +373.9% | -309.6% | -41.8% |
| All | +64.3% | +371.6% | -307.3% | -41.8% |
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