+887.2%
ITOT vs BB
-46.5%
+933.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.3% |
| 7D | -2.0% | -2.1% | 0.0% | -1.8% |
| 30D | -2.0% | -16.0% | +14.1% | +0.2% |
| 3M | +4.5% | -14.5% | +19.1% | +5.7% |
| 6M | +12.6% | +118.6% | -105.9% | -0.6% |
| YTD | +12.0% | +98.9% | -87.0% | 0.0% |
| 1Y | +17.3% | +99.5% | -82.2% | +4.2% |
| 3Y | +75.2% | +65.4% | +9.9% | +53.3% |
| 5Y | +74.0% | -27.6% | +101.7% | +64.9% |
| 10Y | +298.6% | -0.4% | +299.0% | +210.9% |
| All | +887.2% | -46.5% | +933.7% | +660.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling