+184.1%
ITOT vs ALC
+20.4%
+163.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -0.4% | -5.3% | +4.9% | +1.7% |
| 30D | -1.6% | -7.1% | +5.5% | +1.2% |
| 3M | +3.5% | +0.8% | +2.8% | +2.8% |
| 6M | +13.1% | -16.0% | +29.1% | +20.0% |
| YTD | +12.7% | -12.7% | +25.5% | +17.4% |
| 1Y | +18.3% | -12.8% | +31.1% | +22.9% |
| 3Y | +76.4% | -15.8% | +92.2% | +81.1% |
| 5Y | +73.8% | -16.7% | +90.4% | +75.6% |
| All | +184.1% | +20.4% | +163.7% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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