+75.1%
ITOT vs ALM
+839.2%
-764.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.4% | +1.1% |
| 7D | -0.9% | -11.8% | +10.9% | -0.5% |
| 30D | -1.5% | +7.8% | -9.2% | -1.9% |
| 3M | +3.6% | -9.3% | +12.8% | +3.5% |
| 6M | +13.7% | -30.5% | +44.2% | +14.2% |
| YTD | +12.9% | +75.8% | -62.9% | +9.9% |
| 1Y | +17.2% | +241.2% | -224.0% | +11.3% |
| 3Y | +75.6% | +1,872.6% | -1,797.0% | +55.3% |
| All | +75.1% | +839.2% | -764.1% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling