+423.6%
COMP vs ITOT
+77.6%
+346.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.4% |
| 7D | 0.0% | +2.5% | -2.5% | -4.0% |
| 30D | +16.6% | -1.7% | +18.2% | +20.7% |
| 3M | -23.5% | -3.4% | -20.2% | -18.2% |
| 6M | +25.7% | +2.1% | +23.6% | +23.2% |
| YTD | -3.4% | +11.5% | -14.9% | -16.5% |
| 1Y | +7.6% | +13.6% | -6.0% | -9.6% |
| 3Y | +423.6% | +77.2% | +346.4% | +16.9% |
| All | +423.6% | +77.6% | +346.0% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling