+726.5%
IWD vs RY
+4,348.7%
-3,622.2%
-60.1%
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 | -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