+1,340.5%
IT vs ITOT
+885.8%
+454.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.1% |
| 7D | -9.1% | -0.4% | -8.8% | -8.7% |
| 30D | -12.2% | -1.6% | -10.6% | -10.6% |
| 3M | +7.8% | +3.5% | +4.3% | +3.5% |
| 6M | +2.0% | +13.1% | -11.1% | -11.5% |
| YTD | -32.7% | +12.7% | -45.5% | -41.2% |
| 1Y | -31.1% | +18.3% | -49.4% | -42.8% |
| 3Y | -52.1% | +76.4% | -128.5% | -74.0% |
| 5Y | -46.3% | +73.8% | -120.0% | -70.2% |
| 10Y | +91.4% | +301.2% | -209.9% | -56.5% |
| All | +1,340.5% | +885.8% | +454.7% | +26.8% |
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