+893.6%
ITOT vs DAR
+2,252.3%
-1,358.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | -1.6% | +7.4% | -9.0% | -3.4% |
| 3M | +3.5% | +15.7% | -12.1% | -0.4% |
| 6M | +13.1% | +30.0% | -16.9% | +5.6% |
| YTD | +12.7% | +87.5% | -74.8% | -3.5% |
| 1Y | +18.3% | +113.4% | -95.1% | -2.4% |
| 3Y | +76.4% | +15.3% | +61.1% | +62.2% |
| 5Y | +73.8% | -4.3% | +78.1% | +62.6% |
| 10Y | +301.2% | +380.2% | -78.9% | +143.6% |
| All | +893.6% | +2,252.3% | -1,358.6% | +322.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling