+75.6%
ITOT vs BWA
+70.7%
+4.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.6% |
| 7D | -0.9% | -1.3% | +0.4% | -0.7% |
| 30D | -1.5% | -2.9% | +1.5% | -1.0% |
| 3M | +3.6% | -10.7% | +14.3% | +5.7% |
| 6M | +13.7% | +26.5% | -12.8% | +7.7% |
| YTD | +12.9% | +49.1% | -36.2% | +1.8% |
| 1Y | +17.2% | +52.1% | -34.9% | +4.9% |
| 3Y | +75.6% | +72.6% | +3.1% | +43.5% |
| All | +75.6% | +70.7% | +4.9% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 3y: compounded portfolio wealth divided by compounded BWA 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…
3y analysis · Full analysis span regression · 6 months rolling