+727.5%
IWF vs RY
+4,348.7%
-3,621.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +0.5% | +3.1% | -2.6% | -1.1% |
| 30D | -0.4% | -0.3% | -0.1% | -0.3% |
| 3M | -2.6% | +8.7% | -11.3% | -6.8% |
| 6M | +9.1% | +28.5% | -19.4% | -4.3% |
| YTD | +4.5% | +25.1% | -20.6% | -7.2% |
| 1Y | +10.1% | +46.3% | -36.2% | -9.9% |
| 3Y | +77.6% | +154.9% | -77.3% | +8.4% |
| 5Y | +73.7% | +140.3% | -66.6% | +9.2% |
| 10Y | +411.5% | +377.0% | +34.5% | +126.0% |
| All | +727.5% | +4,348.7% | -3,621.2% | +22.0% |
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