+296.8%
ITOT vs BB
+1.6%
+295.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | -0.9% | -0.4% | -0.5% | -0.9% |
| 30D | -1.5% | -12.5% | +11.1% | +0.1% |
| 3M | +3.6% | -17.4% | +21.0% | +5.1% |
| 6M | +13.7% | +119.1% | -105.4% | +0.7% |
| YTD | +12.9% | +102.4% | -89.4% | +1.0% |
| 1Y | +17.2% | +98.2% | -81.0% | +4.6% |
| 3Y | +75.6% | +46.9% | +28.7% | +57.0% |
| 5Y | +75.5% | -26.4% | +101.9% | +65.1% |
| All | +296.8% | +1.6% | +295.2% | +193.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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