+700.6%
IYR vs RY
+4,397.8%
-3,697.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | -1.2% | +3.1% | -4.4% | -3.1% |
| 30D | -2.9% | -0.3% | -2.5% | -2.8% |
| 3M | +0.8% | +8.7% | -7.8% | -4.6% |
| 6M | +1.9% | +28.5% | -26.7% | -13.3% |
| YTD | +9.6% | +25.1% | -15.5% | -5.3% |
| 1Y | +8.1% | +46.3% | -38.2% | -15.4% |
| 3Y | +29.2% | +154.9% | -125.7% | -29.2% |
| 5Y | +4.3% | +140.3% | -136.0% | -41.2% |
| 10Y | +64.7% | +377.0% | -312.3% | -40.6% |
| All | +700.6% | +4,397.8% | -3,697.2% | +33.2% |
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