+3,284.4%
ITW vs RY
+11,573.6%
-8,289.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | -3.6% | +3.1% | -6.7% | -5.1% |
| 30D | -9.1% | -0.3% | -8.8% | -9.1% |
| 3M | +8.2% | +8.7% | -0.4% | +3.4% |
| 6M | -4.8% | +28.5% | -33.3% | -16.8% |
| YTD | +11.0% | +25.1% | -14.1% | -1.8% |
| 1Y | +4.2% | +46.3% | -42.0% | -15.1% |
| 3Y | +17.3% | +154.9% | -137.7% | -29.3% |
| 5Y | +33.0% | +140.3% | -107.3% | -17.4% |
| 10Y | +182.3% | +377.0% | -194.7% | +24.8% |
| All | +3,284.4% | +11,573.6% | -8,289.2% | +315.0% |
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