+1,448.8%
CI vs ITOT
+891.2%
+557.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.3% |
| 7D | -2.0% | +0.7% | -2.7% | -2.6% |
| 30D | -1.8% | -1.1% | -0.7% | -0.8% |
| 3M | -4.2% | +3.9% | -8.1% | -8.1% |
| 6M | +2.7% | +14.7% | -12.0% | -10.9% |
| YTD | +1.9% | +13.3% | -11.4% | -10.6% |
| 1Y | -6.3% | +19.1% | -25.4% | -21.8% |
| 3Y | +3.9% | +77.3% | -73.5% | -44.5% |
| 5Y | +41.9% | +74.1% | -32.2% | -25.3% |
| 10Y | +140.4% | +293.1% | -152.7% | -48.3% |
| All | +1,448.8% | +891.2% | +557.6% | +8.4% |
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