+143.5%
IWM vs RY
+351.1%
-207.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.2% |
| 7D | +1.4% | +0.6% | +0.8% | +1.0% |
| 30D | +2.3% | +5.0% | -2.8% | -1.6% |
| 3M | -8.3% | -5.3% | -3.0% | -4.5% |
| 6M | -1.3% | +13.8% | -15.2% | -11.4% |
| YTD | +13.5% | +21.0% | -7.4% | -3.0% |
| 1Y | +18.4% | +40.5% | -22.1% | -10.2% |
| 3Y | +69.6% | +159.7% | -90.0% | -22.0% |
| 5Y | +23.3% | +124.3% | -101.1% | -36.7% |
| All | +143.5% | +351.1% | -207.6% | -20.2% |
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