+17.3%
ITOT vs FGI
+126.2%
-108.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.4% | -10.1% | -0.7% |
| 7D | -2.0% | +22.8% | -24.8% | -2.2% |
| 30D | -2.0% | +85.9% | -87.9% | -2.7% |
| 3M | +4.5% | +32.4% | -27.8% | +3.9% |
| 6M | +12.6% | +106.3% | -93.7% | +11.1% |
| YTD | +12.0% | +48.4% | -36.4% | +10.7% |
| 1Y | +17.3% | +116.4% | -99.1% | +16.2% |
| All | +17.3% | +126.2% | -108.9% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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