-46.7%
COMP vs ITOT
+95.4%
-142.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.8% | -2.1% |
| 7D | +4.1% | +0.7% | +3.4% | +2.7% |
| 30D | -14.5% | -1.1% | -13.4% | -12.2% |
| 3M | +41.8% | +3.9% | +37.9% | +31.5% |
| 6M | +23.6% | +14.7% | +8.8% | -5.8% |
| YTD | +1.7% | +13.3% | -11.6% | -20.1% |
| 1Y | +12.6% | +19.1% | -6.6% | -21.3% |
| 3Y | +221.9% | +77.3% | +144.5% | -13.1% |
| 5Y | -28.1% | +74.1% | -102.2% | -78.3% |
| All | -46.7% | +95.4% | -142.0% | -85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling