-97.1%
IRE vs ITOT
+12.2%
-109.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +1.3% | +10.8% | +2.0% |
| 7D | -15.1% | -0.8% | -14.4% | -3.9% |
| 30D | -71.4% | -2.0% | -69.3% | -62.3% |
| 3M | -81.2% | -1.5% | -79.6% | -75.6% |
| 6M | -93.7% | +3.3% | -97.1% | -93.6% |
| YTD | -92.2% | +12.5% | -104.7% | -94.7% |
| All | -97.1% | +12.2% | -109.3% | -97.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling