+56.0%
IWF vs RY
+123.4%
-67.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.0% |
| 7D | +2.8% | +0.6% | +2.2% | +2.5% |
| 30D | -7.5% | +5.0% | -12.6% | -10.3% |
| 3M | -8.5% | -5.3% | -3.2% | -5.4% |
| 6M | -7.4% | +13.8% | -21.2% | -15.0% |
| YTD | -2.6% | +21.0% | -23.6% | -14.3% |
| 1Y | -1.8% | +40.5% | -42.3% | -21.6% |
| 3Y | +65.5% | +159.7% | -94.2% | -13.2% |
| All | +56.0% | +123.4% | -67.5% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling