+1,134.2%
ADI vs ITOT
+885.8%
+248.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +1.1% |
| 7D | +2.6% | -0.4% | +3.0% | +3.0% |
| 30D | -4.6% | -1.6% | -3.0% | -2.9% |
| 3M | -9.5% | +3.5% | -13.0% | -12.6% |
| 6M | +14.8% | +13.1% | +1.7% | +0.6% |
| YTD | +35.8% | +12.7% | +23.1% | +19.5% |
| 1Y | +48.9% | +18.3% | +30.6% | +24.5% |
| 3Y | +115.6% | +76.4% | +39.2% | +19.1% |
| 5Y | +135.1% | +73.8% | +61.3% | +34.2% |
| 10Y | +636.4% | +301.2% | +335.2% | +82.9% |
| All | +1,134.2% | +885.8% | +248.4% | +21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling