-41.9%
IT vs ITOT
+74.3%
-116.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.8% | +4.4% | +4.4% |
| 7D | -3.7% | -0.9% | -2.8% | -2.7% |
| 30D | +0.1% | -1.5% | +1.5% | +1.6% |
| 3M | +20.7% | +3.6% | +17.1% | +16.3% |
| 6M | +12.0% | +13.7% | -1.7% | -2.8% |
| YTD | -28.8% | +12.9% | -41.7% | -37.5% |
| 1Y | -25.5% | +17.2% | -42.7% | -37.1% |
| 3Y | -48.8% | +75.6% | -124.4% | -72.1% |
| All | -41.9% | +74.3% | -116.2% | -66.7% |
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 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