+376.9%
IBM vs ITOT
+891.2%
-514.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.8% |
| 7D | +0.3% | +0.7% | -0.4% | -0.2% |
| 30D | -1.5% | -1.1% | -0.4% | -0.6% |
| 3M | -16.8% | +3.9% | -20.6% | -19.4% |
| 6M | -9.0% | +14.7% | -23.8% | -18.5% |
| YTD | -20.1% | +13.3% | -33.4% | -27.5% |
| 1Y | -7.0% | +19.1% | -26.2% | -18.9% |
| 3Y | +72.4% | +77.3% | -5.0% | +9.5% |
| 5Y | +112.0% | +74.1% | +37.9% | +33.5% |
| 10Y | +131.6% | +293.1% | -161.6% | -23.7% |
| All | +376.9% | +891.2% | -514.2% | -24.4% |
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