-16.1%
IP vs ITOT
+73.8%
-90.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.5% |
| 7D | -5.3% | +0.1% | -5.4% | -5.3% |
| 30D | -10.9% | 0.0% | -10.9% | -10.8% |
| 3M | +11.2% | +2.0% | +9.2% | +9.4% |
| 6M | -10.2% | +13.0% | -23.3% | -18.8% |
| YTD | -2.0% | +14.0% | -16.0% | -11.9% |
| 1Y | -19.1% | +19.9% | -39.0% | -30.2% |
| 3Y | +20.9% | +75.8% | -55.0% | -22.9% |
| All | -16.1% | +73.8% | -90.0% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling