+650.0%
IWF vs RY
+4,176.3%
-3,526.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.5% | +1.9% |
| 7D | -5.0% | -0.9% | -4.1% | -4.5% |
| 30D | -13.2% | +5.9% | -19.1% | -15.7% |
| 3M | -9.4% | -4.3% | -5.2% | -7.5% |
| 6M | -8.6% | +12.1% | -20.7% | -14.0% |
| YTD | -5.3% | +20.3% | -25.6% | -14.2% |
| 1Y | -5.0% | +41.0% | -46.0% | -20.7% |
| 3Y | +64.6% | +157.5% | -92.9% | +0.1% |
| 5Y | +50.8% | +123.2% | -72.4% | -1.6% |
| 10Y | +385.7% | +365.7% | +20.0% | +117.4% |
| All | +650.0% | +4,176.3% | -3,526.2% | +12.8% |
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