+75.1%
ITOT vs DAR
-9.0%
+84.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.2% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -1.5% | +2.6% | -4.1% | -2.1% |
| 3M | +3.6% | +14.2% | -10.7% | +0.6% |
| 6M | +13.7% | +17.2% | -3.5% | +9.5% |
| YTD | +12.9% | +80.9% | -67.9% | -0.5% |
| 1Y | +17.2% | +104.0% | -86.8% | +0.1% |
| 3Y | +75.6% | +3.6% | +72.0% | +71.0% |
| All | +75.1% | -9.0% | +84.1% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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