+14.8%
ITOT vs FIVE
+63.3%
-48.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.7% | -5.1% | +0.9% |
| 7D | -0.7% | +7.5% | -8.1% | -1.4% |
| 30D | -1.1% | +16.7% | -17.8% | -2.6% |
| 3M | -0.8% | +13.4% | -14.2% | -2.3% |
| 6M | +7.0% | +9.0% | -2.1% | +6.1% |
| YTD | +13.3% | +33.8% | -20.5% | +7.5% |
| 1Y | +14.8% | +61.2% | -46.3% | +4.1% |
| All | +14.8% | +63.3% | -48.4% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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