+893.6%
ITOT vs CRL
+632.9%
+260.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | -0.4% | -4.6% | +4.2% | +1.0% |
| 30D | -1.6% | +0.5% | -2.1% | -1.8% |
| 3M | +3.5% | +46.6% | -43.1% | -8.3% |
| 6M | +13.1% | +57.3% | -44.1% | -3.1% |
| YTD | +12.7% | +39.5% | -26.8% | -0.5% |
| 1Y | +18.3% | +76.9% | -58.6% | -3.7% |
| 3Y | +76.4% | +39.4% | +37.0% | +45.4% |
| 5Y | +73.8% | -37.2% | +110.9% | +80.3% |
| 10Y | +301.2% | +253.4% | +47.8% | +122.5% |
| All | +893.6% | +632.9% | +260.7% | +294.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling