+682.1%
BNY vs ITOT
+887.7%
-205.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -1.0% |
| 7D | -1.3% | -0.9% | -0.4% | -0.2% |
| 30D | -0.2% | -1.5% | +1.3% | +1.7% |
| 3M | +14.9% | +3.6% | +11.4% | +9.5% |
| 6M | +40.0% | +13.7% | +26.3% | +17.7% |
| YTD | +42.0% | +12.9% | +29.0% | +20.5% |
| 1Y | +56.9% | +17.2% | +39.7% | +26.6% |
| 3Y | +289.9% | +75.6% | +214.2% | +80.7% |
| 5Y | +259.2% | +75.5% | +183.7% | +63.2% |
| 10Y | +413.3% | +302.0% | +111.3% | -33.0% |
| All | +682.1% | +887.7% | -205.6% | -68.4% |
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