+685.1%
ITOT vs BTG
+373.5%
+311.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | -0.9% | -3.8% | +2.8% | -0.7% |
| 30D | -1.5% | +3.6% | -5.1% | -1.7% |
| 3M | +3.6% | +32.0% | -28.5% | +1.8% |
| 6M | +13.7% | +3.4% | +10.3% | +13.0% |
| YTD | +12.9% | +20.8% | -7.9% | +11.1% |
| 1Y | +17.2% | +22.4% | -5.2% | +15.0% |
| 3Y | +75.6% | +91.7% | -16.1% | +67.2% |
| 5Y | +75.5% | +79.0% | -3.5% | +66.8% |
| 10Y | +302.0% | +152.6% | +149.4% | +270.7% |
| All | +685.1% | +373.5% | +311.5% | +557.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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