+895.5%
ITOT vs FLR
+252.3%
+643.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | -0.9% | -3.5% | +2.6% | -0.2% |
| 30D | -1.5% | +4.2% | -5.6% | -2.4% |
| 3M | +3.6% | +8.1% | -4.5% | +1.0% |
| 6M | +13.7% | +21.5% | -7.8% | +7.3% |
| YTD | +12.9% | +36.8% | -23.8% | +3.5% |
| 1Y | +17.2% | +31.2% | -14.0% | +7.9% |
| 3Y | +75.6% | +53.9% | +21.7% | +49.8% |
| 5Y | +75.5% | +243.0% | -167.6% | +21.1% |
| 10Y | +302.0% | +18.8% | +283.1% | +205.8% |
| All | +895.5% | +252.3% | +643.1% | +404.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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