+35.2%
IR vs ITOT
+73.0%
-37.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.4% |
| 7D | -1.9% | -0.4% | -1.5% | -1.5% |
| 30D | -15.0% | -1.6% | -13.5% | -13.4% |
| 3M | -0.4% | +3.5% | -4.0% | -4.4% |
| 6M | -15.0% | +13.1% | -28.2% | -26.5% |
| YTD | -7.1% | +12.7% | -19.8% | -19.1% |
| 1Y | -7.5% | +18.3% | -25.8% | -24.0% |
| 3Y | +6.3% | +76.4% | -70.1% | -44.0% |
| All | +35.2% | +73.0% | -37.7% | -28.5% |
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 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