+114.3%
ITOT vs ABCL
-82.1%
+196.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | +0.5% |
| 7D | -0.9% | -4.7% | +3.8% | -0.5% |
| 30D | -1.5% | +5.2% | -6.6% | -2.1% |
| 3M | +3.6% | +106.6% | -103.1% | -3.8% |
| 6M | +13.7% | +198.4% | -184.7% | +1.6% |
| YTD | +12.9% | +218.4% | -205.5% | -0.2% |
| 1Y | +17.2% | +136.2% | -119.0% | +5.6% |
| 3Y | +75.6% | +103.2% | -27.5% | +54.3% |
| 5Y | +75.5% | -42.7% | +118.1% | +61.8% |
| All | +114.3% | -82.1% | +196.4% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling