+33.0%
BLK vs ITOT
+74.3%
-41.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.6% |
| 7D | -3.3% | -0.9% | -2.4% | -2.2% |
| 30D | -6.5% | -1.5% | -5.1% | -4.9% |
| 3M | +6.7% | +3.6% | +3.2% | +2.4% |
| 6M | +14.7% | +13.7% | +1.0% | -1.3% |
| YTD | +2.5% | +12.9% | -10.4% | -10.9% |
| 1Y | -2.8% | +17.2% | -20.0% | -19.1% |
| 3Y | +65.9% | +75.6% | -9.8% | -15.1% |
| All | +33.0% | +74.3% | -41.3% | -32.8% |
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