+185.1%
ITW vs RY
+377.5%
-192.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | -2.4% | -2.9% | +0.5% | -0.3% |
| 30D | -9.5% | -2.0% | -7.5% | -8.3% |
| 3M | +6.6% | +4.9% | +1.8% | +2.6% |
| 6M | -1.8% | +26.1% | -27.9% | -17.8% |
| YTD | +9.0% | +22.4% | -13.4% | -7.0% |
| 1Y | +3.6% | +44.7% | -41.2% | -22.3% |
| 3Y | +19.4% | +155.7% | -136.2% | -43.3% |
| 5Y | +36.4% | +137.7% | -101.3% | -32.1% |
| All | +185.1% | +377.5% | -192.4% | -14.5% |
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