+73.6%
ITOT vs ARWR
+29.8%
+43.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -2.0% | -4.3% | +2.3% | -1.5% |
| 30D | -2.0% | -7.3% | +5.3% | -1.1% |
| 3M | +4.5% | +17.0% | -12.5% | +2.0% |
| 6M | +12.6% | +39.8% | -27.2% | +7.0% |
| YTD | +12.0% | +24.7% | -12.7% | +7.6% |
| 1Y | +17.3% | +186.5% | -169.2% | -0.2% |
| 3Y | +75.2% | +176.8% | -101.5% | +39.8% |
| All | +73.6% | +29.8% | +43.8% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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