+1,588.2%
FFIV vs ITOT
+878.9%
+709.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.2% |
| 7D | +1.9% | +3.3% | -1.4% | -1.6% |
| 30D | -33.3% | -2.5% | -30.8% | -31.4% |
| 3M | -24.9% | -2.3% | -22.6% | -22.8% |
| 6M | -10.5% | +3.0% | -13.6% | -13.2% |
| YTD | +24.4% | +11.9% | +12.5% | +10.5% |
| 1Y | +32.3% | +12.0% | +20.2% | +17.3% |
| 3Y | +99.7% | +77.8% | +21.9% | +7.6% |
| 5Y | +38.4% | +65.0% | -26.6% | -18.7% |
| 10Y | +125.0% | +290.1% | -165.1% | -50.5% |
| All | +1,588.2% | +878.9% | +709.4% | +20.4% |
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