+296.8%
ITOT vs ACM
+134.0%
+162.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -0.9% | -4.6% | +3.7% | +0.8% |
| 30D | -1.5% | +4.1% | -5.5% | -3.1% |
| 3M | +3.6% | -8.3% | +11.9% | +5.8% |
| 6M | +13.7% | -30.1% | +43.8% | +28.0% |
| YTD | +12.9% | -32.6% | +45.5% | +28.0% |
| 1Y | +17.2% | -49.6% | +66.8% | +48.0% |
| 3Y | +75.6% | -23.0% | +98.7% | +85.0% |
| 5Y | +75.5% | +2.0% | +73.5% | +64.3% |
| All | +296.8% | +134.0% | +162.7% | +173.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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