+108.1%
IP vs ITOT
+874.9%
-766.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | -0.1% |
| 7D | -3.0% | +0.2% | -3.2% | -3.3% |
| 30D | +10.6% | -3.0% | +13.7% | +14.7% |
| 3M | -13.6% | -2.7% | -10.8% | -10.7% |
| 6M | +10.4% | +2.6% | +7.8% | +7.0% |
| YTD | -6.5% | +11.5% | -18.0% | -18.0% |
| 1Y | -2.1% | +13.5% | -15.6% | -16.1% |
| 3Y | +22.0% | +79.7% | -57.7% | -41.6% |
| 5Y | -9.7% | +64.2% | -73.9% | -53.1% |
| 10Y | +26.8% | +290.2% | -263.4% | -79.6% |
| All | +108.1% | +874.9% | -766.8% | -90.1% |
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 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