+2,244.9%
ICE vs ITOT
+799.3%
+1,445.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.2% |
| 7D | -0.9% | -0.4% | -0.5% | -0.4% |
| 30D | +4.0% | -1.6% | +5.5% | +5.9% |
| 3M | +11.0% | +3.5% | +7.4% | +6.2% |
| 6M | -5.0% | +13.1% | -18.1% | -18.3% |
| YTD | -2.7% | +12.7% | -15.4% | -16.1% |
| 1Y | -8.6% | +18.3% | -26.9% | -25.8% |
| 3Y | +41.4% | +76.4% | -35.0% | -30.8% |
| 5Y | +39.9% | +73.8% | -33.9% | -32.2% |
| 10Y | +214.9% | +301.2% | -86.3% | -54.0% |
| All | +2,244.9% | +799.3% | +1,445.6% | +18.8% |
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