+887.2%
ITOT vs FDS
+1,273.8%
-386.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.8% | +5.2% | +1.5% |
| 7D | -2.0% | -16.0% | +13.9% | +4.4% |
| 30D | -2.0% | -6.7% | +4.8% | +0.2% |
| 3M | +4.5% | +6.0% | -1.4% | +0.4% |
| 6M | +12.6% | +25.1% | -12.4% | -0.3% |
| YTD | +12.0% | -8.1% | +20.1% | +10.9% |
| 1Y | +17.3% | -26.0% | +43.3% | +25.5% |
| 3Y | +75.2% | -36.4% | +111.7% | +97.3% |
| 5Y | +74.0% | -27.7% | +101.8% | +83.3% |
| 10Y | +298.6% | +66.1% | +232.5% | +187.1% |
| All | +887.2% | +1,273.8% | -386.6% | +246.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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