-82.0%
IRE vs ITOT
+15.1%
-97.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | -0.6% | +10.8% | +14.8% |
| 7D | +58.9% | +0.7% | +58.3% | +50.5% |
| 30D | +17.2% | -1.1% | +18.3% | +30.4% |
| 3M | -58.6% | +3.9% | -62.5% | -65.9% |
| 6M | -23.5% | +14.7% | -38.2% | -64.3% |
| YTD | -47.4% | +13.3% | -60.8% | -70.7% |
| All | -82.0% | +15.1% | -97.1% | -90.2% |
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