-79.9%
FIG vs ITOT
+21.0%
-100.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +3.9% | +3.8% |
| 7D | -3.8% | -0.9% | -2.9% | -2.7% |
| 30D | -2.3% | -1.5% | -0.9% | -0.5% |
| 3M | +20.0% | +3.6% | +16.4% | +14.8% |
| 6M | -16.7% | +13.7% | -30.4% | -31.4% |
| YTD | -37.9% | +12.9% | -50.8% | -47.9% |
| 1Y | -58.5% | +17.2% | -75.7% | -66.1% |
| All | -79.9% | +21.0% | -100.9% | -82.7% |
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