+75.1%
ITOT vs BR
+8.0%
+67.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.9% | -3.0% | +2.1% | +0.2% |
| 30D | -1.5% | -0.3% | -1.2% | -1.5% |
| 3M | +3.6% | +17.3% | -13.7% | -3.3% |
| 6M | +13.7% | -6.7% | +20.4% | +16.4% |
| YTD | +12.9% | -23.4% | +36.4% | +26.0% |
| 1Y | +17.2% | -32.7% | +49.9% | +39.0% |
| 3Y | +75.6% | -5.9% | +81.5% | +73.0% |
| All | +75.1% | +8.0% | +67.1% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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