+74.2%
ITOT vs ACM
-23.7%
+97.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | -0.2% |
| 7D | -2.0% | -5.9% | +3.9% | -0.5% |
| 30D | -2.0% | -6.2% | +4.3% | -0.6% |
| 3M | +4.5% | -7.9% | +12.4% | +6.1% |
| 6M | +12.6% | -30.6% | +43.3% | +24.4% |
| YTD | +12.0% | -33.3% | +45.3% | +24.4% |
| 1Y | +17.3% | -49.2% | +66.4% | +43.5% |
| All | +74.2% | -23.7% | +97.8% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling