+29,611.0%
FIX vs ITOT
+896.7%
+28,714.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.3% |
| 7D | +6.0% | +0.1% | +5.9% | +5.9% |
| 30D | -7.2% | 0.0% | -7.3% | -7.3% |
| 3M | -15.9% | +2.0% | -17.8% | -17.2% |
| 6M | +12.7% | +13.0% | -0.3% | -1.6% |
| YTD | +72.8% | +14.0% | +58.8% | +49.6% |
| 1Y | +122.9% | +19.9% | +103.0% | +83.1% |
| 3Y | +774.3% | +75.8% | +698.5% | +374.5% |
| 5Y | +2,049.5% | +73.8% | +1,975.6% | +1,079.8% |
| 10Y | +5,821.5% | +295.9% | +5,525.6% | +1,151.3% |
| All | +29,611.0% | +896.7% | +28,714.3% | +1,987.6% |
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 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