-34.4%
DOW vs ITOT
+74.3%
-108.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +1.4% |
| 7D | -2.4% | -2.0% | -0.3% | -0.6% |
| 30D | -4.1% | -2.0% | -2.1% | -2.5% |
| 3M | -12.4% | +4.5% | -17.0% | -16.7% |
| 6M | -10.6% | +12.6% | -23.3% | -22.2% |
| YTD | +31.1% | +12.0% | +19.1% | +14.9% |
| 1Y | +30.5% | +17.3% | +13.3% | +8.8% |
| All | -34.4% | +74.3% | -108.7% | -64.2% |
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