+410.9%
IWF vs RY
+371.6%
+39.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | +0.2% |
| 7D | +1.5% | +2.7% | -1.2% | -0.2% |
| 30D | -1.3% | -1.0% | -0.3% | -0.7% |
| 3M | +0.1% | +7.6% | -7.5% | -4.6% |
| 6M | +10.3% | +29.5% | -19.2% | -6.7% |
| YTD | +4.2% | +24.2% | -20.0% | -9.6% |
| 1Y | +9.3% | +46.4% | -37.1% | -14.6% |
| 3Y | +79.3% | +159.4% | -80.1% | -4.1% |
| 5Y | +73.8% | +141.8% | -68.1% | -3.1% |
| 10Y | +410.9% | +373.9% | +37.0% | +93.3% |
| All | +410.9% | +371.6% | +39.3% | +93.3% |
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