+404.6%
ITOT vs ALLY
+117.4%
+287.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.8% | +0.4% |
| 7D | +0.7% | +1.0% | -0.4% | +0.3% |
| 30D | -1.1% | -3.3% | +2.2% | -0.2% |
| 3M | +3.9% | +0.5% | +3.4% | +3.5% |
| 6M | +14.7% | +12.6% | +2.2% | +10.1% |
| YTD | +13.3% | -4.7% | +18.0% | +14.1% |
| 1Y | +19.1% | +5.2% | +13.9% | +16.0% |
| 3Y | +77.3% | +66.5% | +10.9% | +45.8% |
| 5Y | +74.1% | +0.2% | +73.8% | +61.1% |
| 10Y | +293.1% | +180.8% | +112.4% | +145.9% |
| All | +404.6% | +117.4% | +287.2% | +229.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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