+12.6%
ITOT vs DOC
+22.3%
-9.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -0.8% | +1.0% | -1.8% | -0.8% |
| 30D | -2.0% | +8.1% | -10.2% | -2.6% |
| 3M | -1.5% | +0.9% | -2.4% | -1.6% |
| 6M | +3.3% | +6.3% | -3.0% | +2.6% |
| YTD | +12.5% | +33.8% | -21.3% | +9.0% |
| 1Y | +12.6% | +21.6% | -9.0% | +10.5% |
| All | +12.6% | +22.3% | -9.7% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling