+893.6%
ITOT vs BWA
+677.2%
+216.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -1.6% | -5.6% | +4.0% | +0.1% |
| 3M | +3.5% | -10.7% | +14.2% | +6.9% |
| 6M | +13.1% | +23.2% | -10.0% | +4.3% |
| YTD | +12.7% | +46.0% | -33.3% | -3.2% |
| 1Y | +18.3% | +51.2% | -32.9% | 0.0% |
| 3Y | +76.4% | +69.6% | +6.8% | +39.4% |
| 5Y | +73.8% | +86.6% | -12.8% | +29.7% |
| 10Y | +301.2% | +152.3% | +148.9% | +149.0% |
| All | +893.6% | +677.2% | +216.4% | +264.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling