+74.0%
ITOT vs ABCL
-47.0%
+121.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | -0.1% |
| 7D | -2.0% | -9.6% | +7.6% | -1.1% |
| 30D | -2.0% | +7.2% | -9.1% | -2.9% |
| 3M | +4.5% | +105.5% | -101.0% | -4.2% |
| 6M | +12.6% | +193.0% | -180.4% | -1.3% |
| YTD | +12.0% | +205.8% | -193.9% | -3.1% |
| 1Y | +17.3% | +144.4% | -127.1% | +3.1% |
| 3Y | +75.2% | +93.3% | -18.1% | +51.3% |
| 5Y | +74.0% | -44.9% | +118.9% | +59.5% |
| All | +74.0% | -47.0% | +121.0% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling