+296.8%
ITOT vs FIVE
+491.7%
-194.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.5% |
| 7D | -0.9% | -3.0% | +2.1% | -0.3% |
| 30D | -1.5% | +2.7% | -4.2% | -2.2% |
| 3M | +3.6% | +21.1% | -17.5% | -1.0% |
| 6M | +13.7% | +11.9% | +1.8% | +9.7% |
| YTD | +12.9% | +29.9% | -16.9% | +5.4% |
| 1Y | +17.2% | +67.8% | -50.6% | +3.0% |
| 3Y | +75.6% | +52.8% | +22.8% | +48.6% |
| 5Y | +75.5% | +31.3% | +44.2% | +48.8% |
| All | +296.8% | +491.7% | -194.9% | +148.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling