+899.0%
ITOT vs ALK
+526.8%
+372.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.1% |
| 7D | +0.7% | +0.1% | +0.5% | +0.6% |
| 30D | -1.1% | -18.5% | +17.3% | +3.4% |
| 3M | +3.9% | -3.6% | +7.4% | +3.9% |
| 6M | +14.7% | -3.7% | +18.4% | +13.8% |
| YTD | +13.3% | -19.0% | +32.3% | +16.2% |
| 1Y | +19.1% | -36.0% | +55.2% | +28.3% |
| 3Y | +77.3% | +2.3% | +75.0% | +64.8% |
| 5Y | +74.1% | -27.8% | +101.8% | +72.3% |
| 10Y | +293.1% | -39.0% | +332.1% | +269.5% |
| All | +899.0% | +526.8% | +372.2% | +378.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling