+128.1%
FIX vs ITOT
+18.5%
+109.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -0.7% |
| 7D | +3.5% | -0.4% | +3.9% | +4.4% |
| 30D | -3.5% | -1.6% | -1.9% | +0.3% |
| 3M | -11.8% | +3.5% | -15.3% | -18.9% |
| 6M | +17.8% | +13.1% | +4.7% | -13.2% |
| YTD | +73.3% | +12.7% | +60.6% | +28.6% |
| 1Y | +128.1% | +18.3% | +109.8% | +44.9% |
| All | +128.1% | +18.5% | +109.6% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling