+82.6%
ITOT vs FGI
-69.1%
+151.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.6% |
| 7D | -0.4% | +14.7% | -15.1% | -0.5% |
| 30D | -1.6% | +67.0% | -68.5% | -2.8% |
| 3M | +3.5% | +31.0% | -27.5% | +2.5% |
| 6M | +13.1% | +126.8% | -113.7% | +10.3% |
| YTD | +12.7% | +35.6% | -22.9% | +10.7% |
| 1Y | +18.3% | +108.9% | -90.6% | +14.3% |
| 3Y | +76.4% | -0.3% | +76.6% | +72.2% |
| All | +82.6% | -69.1% | +151.6% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling