+899.0%
ITOT vs ARWR
-22.6%
+921.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | -0.5% |
| 7D | +0.7% | +2.9% | -2.2% | +0.5% |
| 30D | -1.1% | -2.9% | +1.8% | -1.0% |
| 3M | +3.9% | +15.2% | -11.3% | +2.9% |
| 6M | +14.7% | +42.3% | -27.5% | +12.2% |
| YTD | +13.3% | +28.2% | -14.9% | +11.3% |
| 1Y | +19.1% | +213.2% | -194.1% | +11.0% |
| 3Y | +77.3% | +184.6% | -107.3% | +62.2% |
| 5Y | +74.1% | +29.2% | +44.8% | +63.1% |
| 10Y | +293.1% | +1,012.5% | -719.4% | +220.2% |
| All | +899.0% | -22.6% | +921.6% | +678.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling