-46.5%
COMP vs ITOT
+92.2%
-138.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +0.3% |
| 7D | +14.5% | +0.2% | +14.3% | +14.5% |
| 30D | +14.9% | -3.0% | +18.0% | +23.4% |
| 3M | -14.2% | -2.7% | -11.5% | -8.2% |
| 6M | +23.7% | +2.6% | +21.1% | +18.4% |
| YTD | +2.1% | +11.5% | -9.4% | -16.4% |
| 1Y | +26.2% | +13.5% | +12.7% | -0.8% |
| 3Y | +470.9% | +79.7% | +391.2% | +48.3% |
| 5Y | -14.0% | +64.2% | -78.2% | -71.7% |
| All | -46.5% | +92.2% | -138.6% | -84.3% |
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