+14.8%
ITOT vs BUD
+38.4%
-23.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +1.3% |
| 7D | -0.7% | +3.3% | -4.0% | -0.9% |
| 30D | -1.1% | +11.8% | -12.9% | -2.1% |
| 3M | -0.8% | -1.1% | +0.3% | -0.8% |
| 6M | +7.0% | +14.9% | -7.9% | +4.8% |
| YTD | +13.3% | +32.6% | -19.3% | +8.3% |
| 1Y | +14.8% | +37.2% | -22.3% | +8.9% |
| All | +14.8% | +38.4% | -23.5% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 1y: compounded portfolio wealth divided by compounded BUD 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…
1y analysis · Full analysis span regression · 6 months rolling