+161.2%
RY vs ITOT
+79.2%
+82.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.3% |
| 7D | -3.0% | -0.8% | -2.2% | -2.5% |
| 30D | +6.3% | -2.0% | +8.3% | +7.6% |
| 3M | -2.6% | -1.5% | -1.1% | -1.7% |
| 6M | +13.9% | +3.3% | +10.6% | +11.5% |
| YTD | +21.7% | +12.5% | +9.2% | +13.0% |
| 1Y | +40.4% | +12.6% | +27.8% | +30.3% |
| All | +161.2% | +79.2% | +82.0% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling