+3,312.2%
CME vs ITOT
+896.7%
+2,415.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | 0.0% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | +6.2% | 0.0% | +6.2% | +6.2% |
| 3M | +10.4% | +2.0% | +8.5% | +7.7% |
| 6M | -9.5% | +13.0% | -22.6% | -20.7% |
| YTD | +6.0% | +14.0% | -7.9% | -8.1% |
| 1Y | +9.3% | +19.9% | -10.6% | -10.3% |
| 3Y | +57.7% | +75.8% | -18.2% | -17.5% |
| 5Y | +77.7% | +73.8% | +3.8% | -9.6% |
| 10Y | +281.2% | +295.9% | -14.7% | -30.2% |
| All | +3,312.2% | +896.7% | +2,415.5% | +105.4% |
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