+141.8%
RY vs ITOT
+73.9%
+68.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.4% |
| 7D | +2.7% | +0.7% | +2.1% | +2.3% |
| 30D | -1.0% | -1.1% | +0.1% | -0.3% |
| 3M | +7.6% | +3.9% | +3.8% | +4.9% |
| 6M | +29.5% | +14.7% | +14.7% | +18.2% |
| YTD | +24.2% | +13.3% | +10.8% | +14.3% |
| 1Y | +46.4% | +19.1% | +27.2% | +30.3% |
| 3Y | +159.4% | +77.3% | +82.1% | +75.7% |
| 5Y | +141.8% | +74.1% | +67.8% | +62.3% |
| All | +141.8% | +73.9% | +68.0% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling