+607.5%
ITOT vs ACM
+218.1%
+389.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.5% | +0.5% |
| 7D | -0.4% | -3.7% | +3.3% | +0.9% |
| 30D | -1.6% | -12.7% | +11.1% | +2.6% |
| 3M | +3.5% | -9.8% | +13.3% | +6.4% |
| 6M | +13.1% | -31.4% | +44.5% | +27.4% |
| YTD | +12.7% | -32.1% | +44.8% | +26.6% |
| 1Y | +18.3% | -47.8% | +66.1% | +45.3% |
| 3Y | +76.4% | -22.1% | +98.5% | +85.5% |
| 5Y | +73.8% | +1.8% | +72.0% | +64.8% |
| 10Y | +301.2% | +132.5% | +168.7% | +167.2% |
| All | +607.5% | +218.1% | +389.4% | +266.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling