+75.1%
ITOT vs CRL
-37.1%
+112.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.4% |
| 7D | -0.9% | -3.5% | +2.6% | -0.2% |
| 30D | -1.5% | -2.1% | +0.7% | -1.1% |
| 3M | +3.6% | +48.0% | -44.4% | -5.1% |
| 6M | +13.7% | +64.7% | -51.0% | +1.1% |
| YTD | +12.9% | +39.5% | -26.6% | +3.7% |
| 1Y | +17.2% | +74.2% | -57.0% | +1.8% |
| 3Y | +75.6% | +39.4% | +36.3% | +53.7% |
| All | +75.1% | -37.1% | +112.2% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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