+34.7%
ITOT vs ADVB
-88.9%
+123.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.8% | -0.7% |
| 7D | -2.0% | -5.9% | +3.8% | -2.0% |
| 30D | -2.0% | +13.9% | -15.9% | -2.0% |
| 3M | +4.5% | +127.3% | -122.8% | +2.9% |
| 6M | +12.6% | +77.0% | -64.4% | +10.6% |
| YTD | +12.0% | +51.5% | -39.5% | +10.3% |
| 1Y | +17.3% | -11.3% | +28.6% | +16.6% |
| All | +34.7% | -88.9% | +123.7% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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