+1,049.0%
FIX vs ITOT
+64.2%
+984.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.1% |
| 7D | -13.9% | -0.5% | -13.4% | -13.1% |
| 30D | -35.5% | -3.4% | -32.1% | -31.6% |
| 3M | -33.9% | -3.1% | -30.9% | -30.2% |
| 6M | -43.3% | +2.2% | -45.5% | -44.1% |
| YTD | +18.7% | +11.0% | +7.6% | +5.0% |
| 1Y | +13.8% | +11.4% | +2.4% | +0.7% |
| 3Y | +495.0% | +76.4% | +418.6% | +222.9% |
| 5Y | +1,049.0% | +65.1% | +983.9% | +578.2% |
| All | +1,049.0% | +64.2% | +984.9% | +578.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling