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  • IWD vs RY✓SelectedUSD · RYIWD vs RY performance historyLatest closeAs of-0.67%09/04
Stock and ETF performance explorer

IWD vs RY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+726.5%
RY return
+4,348.7%
Excess return
-3,622.2%
Maximum drawdown
-60.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRYExcessAlpha
1D-0.7%-0.7%0.0%-0.3%
7D-0.3%+3.1%-3.4%-2.0%
30D+0.6%-0.3%+0.9%+0.7%
3M+7.2%+8.7%-1.4%+2.1%
6M+16.2%+28.5%-12.3%+0.5%
YTD+23.3%+25.1%-1.8%+8.1%
1Y+29.6%+46.3%-16.7%+3.9%
3Y+70.5%+154.9%-84.5%-1.2%
5Y+73.5%+140.3%-66.8%+3.5%
10Y+198.3%+377.0%-178.7%+21.4%
All+726.5%+4,348.7%-3,622.2%+25.9%

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