+75.1%
ITOT vs EXEL
+180.6%
-105.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.2% |
| 7D | -0.9% | -4.9% | +4.0% | -0.2% |
| 30D | -1.5% | +11.4% | -12.8% | -3.0% |
| 3M | +3.6% | +4.9% | -1.3% | +2.6% |
| 6M | +13.7% | +34.4% | -20.7% | +8.3% |
| YTD | +12.9% | +28.0% | -15.1% | +8.1% |
| 1Y | +17.2% | +43.6% | -26.5% | +9.8% |
| 3Y | +75.6% | +155.2% | -79.6% | +44.1% |
| All | +75.1% | +180.6% | -105.5% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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