+75.1%
ITOT vs BWA
+87.2%
-12.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.4% |
| 7D | -0.9% | -1.3% | +0.4% | -0.6% |
| 30D | -1.5% | -2.9% | +1.5% | -0.8% |
| 3M | +3.6% | -10.7% | +14.3% | +6.4% |
| 6M | +13.7% | +26.5% | -12.8% | +5.4% |
| YTD | +12.9% | +49.1% | -36.2% | -1.8% |
| 1Y | +17.2% | +52.1% | -34.9% | +0.9% |
| 3Y | +75.6% | +72.6% | +3.1% | +41.0% |
| All | +75.1% | +87.2% | -12.1% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling