+117.8%
FFIV vs ITOT
+287.5%
-169.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.3% |
| 7D | -0.5% | +2.5% | -3.0% | -2.9% |
| 30D | -32.4% | -1.7% | -30.7% | -31.2% |
| 3M | -25.7% | -3.4% | -22.3% | -23.0% |
| 6M | -13.5% | +2.1% | -15.6% | -15.0% |
| YTD | +21.1% | +11.5% | +9.6% | +9.3% |
| 1Y | +29.4% | +13.6% | +15.8% | +14.7% |
| 3Y | +94.9% | +77.2% | +17.7% | +13.0% |
| 5Y | +34.7% | +64.4% | -29.6% | -16.0% |
| All | +117.8% | +287.5% | -169.7% | -42.4% |
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 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