-13.6%
IP vs ITOT
+63.9%
-77.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.8% |
| 7D | -0.3% | +2.5% | -2.8% | -2.4% |
| 30D | +7.9% | -1.7% | +9.6% | +9.4% |
| 3M | -15.3% | -3.4% | -12.0% | -12.8% |
| 6M | +10.5% | +2.1% | +8.4% | +8.7% |
| YTD | -9.4% | +11.5% | -20.9% | -17.1% |
| 1Y | -4.6% | +13.6% | -18.3% | -14.1% |
| 3Y | +21.2% | +77.2% | -56.0% | -23.5% |
| All | -13.6% | +63.9% | -77.5% | -46.7% |
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