+235.5%
FFIV vs ITOT
+300.1%
-64.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.9% |
| 7D | +1.6% | -2.0% | +3.7% | +3.6% |
| 30D | -3.7% | -2.0% | -1.8% | -1.9% |
| 3M | +2.0% | +4.5% | -2.6% | -2.3% |
| 6M | +39.3% | +12.6% | +26.6% | +24.0% |
| YTD | +56.1% | +12.0% | +44.1% | +40.0% |
| 1Y | +22.0% | +17.3% | +4.7% | +4.6% |
| 3Y | +148.2% | +75.2% | +73.0% | +45.2% |
| 5Y | +96.3% | +74.0% | +22.3% | +16.2% |
| All | +235.5% | +300.1% | -64.6% | -2.8% |
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