+354.3%
RY vs ITOT
+293.8%
+60.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.4% |
| 7D | -3.0% | -0.8% | -2.2% | -2.5% |
| 30D | +6.3% | -2.0% | +8.3% | +7.9% |
| 3M | -2.6% | -1.5% | -1.1% | -1.5% |
| 6M | +13.9% | +3.3% | +10.6% | +10.9% |
| YTD | +21.7% | +12.5% | +9.2% | +11.0% |
| 1Y | +40.4% | +12.6% | +27.8% | +28.0% |
| 3Y | +161.3% | +78.6% | +82.7% | +64.0% |
| 5Y | +126.5% | +67.0% | +59.5% | +48.5% |
| 10Y | +354.3% | +292.0% | +62.4% | +35.1% |
| All | +354.3% | +293.8% | +60.5% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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