+1,975.3%
FFIV vs ITOT
+896.7%
+1,078.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.1% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -5.1% | 0.0% | -5.1% | -5.1% |
| 3M | -4.5% | +2.0% | -6.4% | -6.4% |
| 6M | +36.5% | +13.0% | +23.4% | +19.4% |
| YTD | +53.0% | +14.0% | +39.0% | +33.0% |
| 1Y | +24.2% | +19.9% | +4.3% | +2.2% |
| 3Y | +137.2% | +75.8% | +61.4% | +29.0% |
| 5Y | +91.8% | +73.8% | +17.9% | +6.2% |
| 10Y | +215.2% | +295.9% | -80.7% | -31.9% |
| All | +1,975.3% | +896.7% | +1,078.6% | +45.0% |
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