+718.8%
DIA vs ITOT
+891.2%
-172.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.6% |
| 7D | +0.1% | +0.7% | -0.6% | -0.5% |
| 30D | -2.1% | -1.1% | -1.0% | -1.1% |
| 3M | +4.2% | +3.9% | +0.3% | +0.6% |
| 6M | +11.9% | +14.7% | -2.9% | -1.3% |
| YTD | +10.8% | +13.3% | -2.5% | -1.2% |
| 1Y | +17.5% | +19.1% | -1.6% | +0.1% |
| 3Y | +59.9% | +77.3% | -17.4% | -5.9% |
| 5Y | +64.1% | +74.1% | -9.9% | -3.0% |
| 10Y | +246.2% | +293.1% | -46.9% | -3.0% |
| All | +718.8% | +891.2% | -172.4% | -3.1% |
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