+453.6%
ITOT vs ALM
+7,261.5%
-6,807.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.6% | +9.0% | -0.6% |
| 7D | -2.0% | -7.1% | +5.1% | -2.0% |
| 30D | -2.0% | +24.7% | -26.6% | -2.0% |
| 3M | +4.5% | +8.3% | -3.8% | +4.5% |
| 6M | +12.6% | -22.2% | +34.8% | +12.7% |
| YTD | +12.0% | +88.1% | -76.1% | +11.8% |
| 1Y | +17.3% | +272.4% | -255.1% | +16.8% |
| 3Y | +75.2% | +2,004.1% | -1,928.9% | +73.8% |
| 5Y | +74.0% | +915.8% | -841.8% | +72.7% |
| 10Y | +298.6% | +2,776.7% | -2,478.1% | +294.6% |
| All | +453.6% | +7,261.5% | -6,807.9% | +444.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling