-94.4%
IRE vs ITOT
+2.3%
-96.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -0.4% | -15.4% | -12.6% |
| 7D | -41.9% | -0.5% | -41.4% | -39.6% |
| 30D | -75.1% | -3.4% | -71.6% | -62.5% |
| 3M | -82.4% | -3.1% | -79.3% | -73.7% |
| All | -94.4% | +2.3% | -96.7% | -94.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling