+64.2%
IWM vs RY
+155.6%
-91.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.9% |
| 7D | -2.0% | -0.9% | -1.1% | -1.4% |
| 30D | -1.5% | +5.9% | -7.3% | -5.4% |
| 3M | -8.0% | -4.3% | -3.7% | -5.2% |
| 6M | -4.1% | +12.1% | -16.2% | -12.6% |
| YTD | +11.9% | +20.3% | -8.3% | -3.5% |
| 1Y | +15.0% | +41.0% | -26.0% | -12.2% |
| 3Y | +64.2% | +157.5% | -93.3% | -24.5% |
| All | +64.2% | +155.6% | -91.4% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling