+2,132.7%
FIX vs ITOT
+74.8%
+2,057.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.4% |
| 7D | +6.0% | +0.1% | +5.9% | +5.8% |
| 30D | -7.2% | 0.0% | -7.3% | -7.3% |
| 3M | -15.9% | +2.0% | -17.8% | -17.6% |
| 6M | +12.7% | +13.0% | -0.3% | -4.0% |
| YTD | +72.8% | +14.0% | +58.8% | +45.8% |
| 1Y | +122.9% | +19.9% | +103.0% | +77.4% |
| 3Y | +774.3% | +75.8% | +698.5% | +364.4% |
| All | +2,132.7% | +74.8% | +2,057.9% | +1,121.6% |
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