+7.5%
IR vs ITOT
+75.4%
-68.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.4% |
| 7D | -1.9% | -0.4% | -1.5% | -1.4% |
| 30D | -15.0% | -1.6% | -13.5% | -13.3% |
| 3M | -0.4% | +3.5% | -4.0% | -4.6% |
| 6M | -15.0% | +13.1% | -28.2% | -27.2% |
| YTD | -7.1% | +12.7% | -19.8% | -19.9% |
| 1Y | -7.5% | +18.3% | -25.8% | -25.0% |
| All | +7.5% | +75.4% | -68.0% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling