+296.8%
ITOT vs COO
+17.0%
+279.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -0.9% | -22.5% | +21.6% | +7.9% |
| 30D | -1.5% | -29.7% | +28.3% | +11.2% |
| 3M | +3.6% | -20.1% | +23.7% | +11.1% |
| 6M | +13.7% | -26.9% | +40.6% | +25.6% |
| YTD | +12.9% | -34.2% | +47.2% | +29.7% |
| 1Y | +17.2% | -21.3% | +38.4% | +24.8% |
| 3Y | +75.6% | -38.7% | +114.3% | +98.6% |
| 5Y | +75.5% | -52.2% | +127.7% | +116.9% |
| All | +296.8% | +17.0% | +279.8% | +260.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling