+205.1%
IWD vs RY
+360.6%
-155.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.5% |
| 7D | -0.5% | -0.9% | +0.4% | +0.1% |
| 30D | +2.7% | +5.9% | -3.2% | -1.2% |
| 3M | +0.9% | -4.3% | +5.2% | +3.6% |
| 6M | +10.5% | +12.1% | -1.6% | +1.8% |
| YTD | +23.7% | +20.3% | +3.4% | +8.3% |
| 1Y | +28.7% | +41.0% | -12.3% | +1.0% |
| 3Y | +79.7% | +157.5% | -77.8% | -8.8% |
| 5Y | +69.7% | +123.2% | -53.5% | -5.7% |
| All | +205.1% | +360.6% | -155.5% | +13.1% |
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