+19.9%
ITOT vs ALM
+318.3%
-298.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | +0.1% | -2.6% | +2.7% | +0.3% |
| 30D | 0.0% | +32.0% | -32.0% | -1.7% |
| 3M | +2.0% | -15.0% | +17.0% | +2.2% |
| 6M | +13.0% | -10.1% | +23.2% | +12.1% |
| YTD | +14.0% | +99.4% | -85.5% | +9.9% |
| 1Y | +19.9% | +316.4% | -296.4% | +13.3% |
| All | +19.9% | +318.3% | -298.4% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling