+1.1%
ES vs ITOT
+11.7%
-10.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +0.8% |
| 7D | -1.1% | +3.3% | -4.4% | -0.9% |
| 30D | +8.2% | -2.5% | +10.7% | +8.2% |
| 3M | +0.6% | -2.3% | +2.9% | +0.6% |
| 6M | +6.0% | +3.0% | +2.9% | +5.7% |
| YTD | +9.3% | +11.9% | -2.6% | +6.8% |
| 1Y | +1.1% | +12.0% | -10.9% | -1.4% |
| All | +1.1% | +11.7% | -10.6% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling