-12.1%
DOW vs ITOT
+189.3%
-201.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -3.0% |
| 7D | -1.4% | -0.9% | -0.5% | -0.5% |
| 30D | -3.9% | -1.5% | -2.5% | -2.6% |
| 3M | -12.7% | +3.6% | -16.2% | -16.6% |
| 6M | -13.7% | +13.7% | -27.4% | -26.9% |
| YTD | +28.4% | +12.9% | +15.5% | +9.7% |
| 1Y | +21.8% | +17.2% | +4.6% | 0.0% |
| 3Y | -35.7% | +75.6% | -111.3% | -66.6% |
| 5Y | -36.8% | +75.5% | -112.3% | -67.7% |
| All | -12.1% | +189.3% | -201.4% | -74.8% |
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