+702.4%
IYR vs RY
+4,223.4%
-3,521.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.5% |
| 3M | -1.7% | -4.3% | +2.5% | +0.8% |
| 6M | -0.4% | +12.1% | -12.5% | -7.7% |
| YTD | +9.9% | +20.3% | -10.4% | -2.8% |
| 1Y | +10.4% | +41.0% | -30.6% | -11.6% |
| 3Y | +38.4% | +157.5% | -119.1% | -24.6% |
| 5Y | +5.2% | +123.2% | -118.0% | -37.9% |
| 10Y | +83.8% | +365.7% | -281.8% | -32.8% |
| All | +702.4% | +4,223.4% | -3,521.0% | +36.7% |
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