+738.9%
DGX vs ITOT
+879.4%
-140.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | -3.5% | -2.0% | -1.4% | -2.3% |
| 30D | -2.7% | -2.0% | -0.7% | -1.5% |
| 3M | +13.9% | +4.5% | +9.3% | +10.7% |
| 6M | +16.0% | +12.6% | +3.4% | +7.5% |
| YTD | +34.9% | +12.0% | +22.9% | +25.3% |
| 1Y | +30.6% | +17.3% | +13.3% | +17.7% |
| 3Y | +93.0% | +75.2% | +17.7% | +33.4% |
| 5Y | +64.4% | +74.0% | -9.6% | +12.3% |
| 10Y | +248.1% | +298.6% | -50.5% | +36.9% |
| All | +738.9% | +879.4% | -140.5% | +75.6% |
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