+296.8%
ITOT vs ALM
+2,589.2%
-2,292.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.4% | +1.0% |
| 7D | -0.9% | -11.8% | +10.9% | -0.6% |
| 30D | -1.5% | +7.8% | -9.2% | -1.7% |
| 3M | +3.6% | -9.3% | +12.8% | +3.6% |
| 6M | +13.7% | -30.5% | +44.2% | +14.1% |
| YTD | +12.9% | +75.8% | -62.9% | +10.7% |
| 1Y | +17.2% | +241.2% | -224.0% | +12.8% |
| 3Y | +75.6% | +1,872.6% | -1,797.0% | +60.7% |
| 5Y | +75.5% | +849.6% | -774.1% | +62.0% |
| All | +296.8% | +2,589.2% | -2,292.5% | +259.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling