+283.6%
BBWI vs ITOT
+891.2%
-607.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.6% | -2.4% |
| 7D | +1.6% | +0.7% | +0.9% | +0.7% |
| 30D | -6.2% | -1.1% | -5.1% | -5.0% |
| 3M | +4.3% | +3.9% | +0.5% | -0.8% |
| 6M | -7.2% | +14.7% | -21.9% | -22.3% |
| YTD | -3.0% | +13.3% | -16.4% | -17.3% |
| 1Y | -30.8% | +19.1% | -49.9% | -44.3% |
| 3Y | -43.4% | +77.3% | -120.7% | -72.1% |
| 5Y | -66.7% | +74.1% | -140.8% | -82.8% |
| 10Y | -55.7% | +293.1% | -348.8% | -91.0% |
| All | +283.6% | +891.2% | -607.6% | -72.3% |
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