+291.3%
IR vs ITOT
+256.5%
+34.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.6% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -15.1% | 0.0% | -15.1% | -15.1% |
| 3M | +6.1% | +2.0% | +4.1% | +3.7% |
| 6M | -16.8% | +13.0% | -29.9% | -27.6% |
| YTD | -3.5% | +14.0% | -17.5% | -16.8% |
| 1Y | -3.5% | +19.9% | -23.4% | -21.5% |
| 3Y | +9.5% | +75.8% | -66.3% | -41.7% |
| 5Y | +45.1% | +73.8% | -28.8% | -21.4% |
| All | +291.3% | +256.5% | +34.8% | -3.7% |
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 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