+116.3%
ITOT vs ABCL
-81.3%
+197.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | +0.1% | +0.7% | -0.6% | 0.0% |
| 30D | 0.0% | +93.1% | -93.1% | -6.0% |
| 3M | +2.0% | +79.4% | -77.5% | -4.1% |
| 6M | +13.0% | +214.9% | -201.8% | +0.6% |
| YTD | +14.0% | +234.2% | -220.2% | +0.3% |
| 1Y | +19.9% | +174.8% | -154.9% | +6.7% |
| 3Y | +75.8% | +104.5% | -28.7% | +54.5% |
| 5Y | +73.8% | -39.0% | +112.9% | +59.6% |
| All | +116.3% | -81.3% | +197.5% | +103.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling