+3,452.6%
ALNY vs ITOT
+902.3%
+2,550.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | -0.5% |
| 7D | -6.5% | -0.9% | -5.6% | -5.6% |
| 30D | +11.0% | -1.5% | +12.5% | +12.9% |
| 3M | -14.1% | +3.6% | -17.6% | -18.0% |
| 6M | -22.4% | +13.7% | -36.1% | -33.5% |
| YTD | -37.5% | +12.9% | -50.4% | -46.0% |
| 1Y | -46.9% | +17.2% | -64.1% | -56.2% |
| 3Y | +22.1% | +75.6% | -53.6% | -37.0% |
| 5Y | +31.2% | +75.5% | -44.3% | -32.9% |
| 10Y | +256.3% | +302.0% | -45.6% | -35.2% |
| All | +3,452.6% | +902.3% | +2,550.3% | +164.9% |
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