+19.9%
ITOT vs COO
+4.1%
+15.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | +0.1% | -2.2% | +2.3% | +0.4% |
| 30D | 0.0% | -7.0% | +7.0% | +0.8% |
| 3M | +2.0% | +12.2% | -10.3% | +0.1% |
| 6M | +13.0% | -15.1% | +28.2% | +17.2% |
| YTD | +14.0% | -15.1% | +29.1% | +18.2% |
| 1Y | +19.9% | +2.3% | +17.6% | +21.0% |
| All | +19.9% | +4.1% | +15.8% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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