+64.5%
ITOT vs ABCL
-26.2%
+90.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | +2.5% | -3.3% | +5.8% | +2.8% |
| 30D | -1.7% | -7.1% | +5.4% | -1.2% |
| 3M | -3.4% | +4.7% | -8.1% | -4.5% |
| 6M | +2.1% | +140.9% | -138.8% | -9.1% |
| YTD | +11.5% | +236.0% | -224.5% | -5.4% |
| 1Y | +13.6% | +217.4% | -203.8% | -3.1% |
| 3Y | +77.2% | +188.7% | -111.5% | +44.3% |
| All | +64.5% | -26.2% | +90.7% | +51.7% |
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 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