+74.7%
ITOT vs DOC
-24.5%
+99.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.2% |
| 7D | +0.1% | -1.5% | +1.6% | +0.5% |
| 30D | 0.0% | -4.8% | +4.8% | +1.4% |
| 3M | +2.0% | +6.9% | -4.9% | -0.4% |
| 6M | +13.0% | +20.7% | -7.7% | +5.8% |
| YTD | +14.0% | +34.1% | -20.2% | +2.6% |
| 1Y | +19.9% | +22.6% | -2.7% | +11.0% |
| 3Y | +75.8% | +20.8% | +55.0% | +61.9% |
| All | +74.7% | -24.5% | +99.2% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling