+2,969.4%
BLK vs ITOT
+887.7%
+2,081.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.5% |
| 7D | -3.3% | -0.9% | -2.4% | -2.1% |
| 30D | -6.5% | -1.5% | -5.1% | -4.7% |
| 3M | +6.7% | +3.6% | +3.2% | +1.9% |
| 6M | +14.7% | +13.7% | +1.0% | -3.0% |
| YTD | +2.5% | +12.9% | -10.4% | -12.4% |
| 1Y | -2.8% | +17.2% | -20.0% | -20.9% |
| 3Y | +65.9% | +75.6% | -9.8% | -21.2% |
| 5Y | +33.0% | +75.5% | -42.5% | -36.4% |
| 10Y | +281.2% | +302.0% | -20.8% | -40.3% |
| All | +2,969.4% | +887.7% | +2,081.8% | +73.6% |
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