+74.0%
ITOT vs ALK
-31.3%
+105.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -2.0% | -3.1% | +1.1% | -1.3% |
| 30D | -2.0% | -17.1% | +15.2% | +2.2% |
| 3M | +4.5% | -3.8% | +8.3% | +4.7% |
| 6M | +12.6% | -5.3% | +17.9% | +12.0% |
| YTD | +12.0% | -20.3% | +32.3% | +15.3% |
| 1Y | +17.3% | -36.0% | +53.2% | +27.1% |
| 3Y | +75.2% | +0.8% | +74.5% | +59.1% |
| 5Y | +74.0% | -28.5% | +102.5% | +69.4% |
| All | +74.0% | -31.3% | +105.3% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 5y: compounded portfolio wealth divided by compounded ALK 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…
5y analysis · Full analysis span regression · 6 months rolling