+893.6%
ITOT vs COO
+433.9%
+459.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.2% | +5.7% | +1.3% |
| 7D | -0.4% | -9.0% | +8.6% | +2.4% |
| 30D | -1.6% | -16.8% | +15.2% | +3.9% |
| 3M | +3.5% | -7.5% | +11.0% | +5.6% |
| 6M | +13.1% | -16.3% | +29.4% | +18.5% |
| YTD | +12.7% | -22.5% | +35.3% | +20.8% |
| 1Y | +18.3% | -7.0% | +25.3% | +19.3% |
| 3Y | +76.4% | -27.5% | +103.8% | +87.2% |
| 5Y | +73.8% | -43.3% | +117.1% | +96.8% |
| 10Y | +301.2% | +37.6% | +263.6% | +246.6% |
| All | +893.6% | +433.9% | +459.7% | +383.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling