-10.9%
DOW vs ITOT
+188.8%
-199.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | 0.0% |
| 7D | -6.0% | -0.4% | -5.6% | -5.7% |
| 30D | -2.7% | -1.6% | -1.2% | -1.2% |
| 3M | -10.5% | +3.5% | -14.0% | -14.6% |
| 6M | -12.4% | +13.1% | -25.6% | -25.3% |
| YTD | +30.0% | +12.7% | +17.3% | +11.4% |
| 1Y | +27.8% | +18.3% | +9.5% | +3.9% |
| 3Y | -34.9% | +76.4% | -111.3% | -66.4% |
| 5Y | -35.9% | +73.8% | -109.6% | -66.8% |
| All | -10.9% | +188.8% | -199.7% | -74.4% |
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