+231.1%
HOOD vs ITOT
+77.0%
+154.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -0.6% |
| 7D | +7.7% | -0.4% | +8.1% | +9.0% |
| 30D | +22.0% | -1.6% | +23.5% | +27.3% |
| 3M | +37.6% | +3.5% | +34.1% | +28.4% |
| 6M | +45.3% | +13.1% | +32.2% | +13.3% |
| YTD | +1.9% | +12.7% | -10.8% | -18.8% |
| 1Y | -2.7% | +18.3% | -21.0% | -28.6% |
| 3Y | +973.4% | +76.4% | +897.0% | +304.6% |
| 5Y | +179.3% | +73.8% | +105.5% | +13.6% |
| All | +231.1% | +77.0% | +154.1% | +51.9% |
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 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