+482.5%
INTC vs ITOT
+885.8%
-403.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.3% |
| 7D | +18.0% | -0.4% | +18.3% | +18.4% |
| 30D | +8.9% | -1.6% | +10.5% | +11.0% |
| 3M | -1.6% | +3.5% | -5.1% | -4.5% |
| 6M | +133.1% | +13.1% | +120.0% | +106.8% |
| YTD | +187.9% | +12.7% | +175.2% | +157.5% |
| 1Y | +334.7% | +18.3% | +316.4% | +270.1% |
| 3Y | +184.2% | +76.4% | +107.8% | +59.9% |
| 5Y | +116.0% | +73.8% | +42.2% | +25.1% |
| 10Y | +270.0% | +301.2% | -31.2% | -9.9% |
| All | +482.5% | +885.8% | -403.3% | -45.5% |
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