+585.7%
ITOT vs FIVE
+875.3%
-289.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | +0.7% | +3.7% | -3.0% | -0.1% |
| 30D | -1.1% | +4.0% | -5.1% | -2.0% |
| 3M | +3.9% | +36.2% | -32.4% | -2.4% |
| 6M | +14.7% | +18.0% | -3.3% | +10.0% |
| YTD | +13.3% | +34.9% | -21.6% | +5.8% |
| 1Y | +19.1% | +67.9% | -48.8% | +6.2% |
| 3Y | +77.3% | +57.3% | +20.0% | +51.9% |
| 5Y | +74.1% | +39.5% | +34.5% | +48.6% |
| 10Y | +293.1% | +496.4% | -203.3% | +155.2% |
| All | +585.7% | +875.3% | -289.6% | +307.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling