+614.9%
ITOT vs GWRE
+741.3%
-126.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -0.9% | -13.2% | +12.3% | +2.0% |
| 30D | -1.5% | -18.6% | +17.1% | +2.0% |
| 3M | +3.6% | +18.9% | -15.3% | -2.4% |
| 6M | +13.7% | -11.0% | +24.6% | +12.8% |
| YTD | +12.9% | -29.9% | +42.8% | +17.9% |
| 1Y | +17.2% | -44.3% | +61.5% | +29.2% |
| 3Y | +75.6% | +51.7% | +24.0% | +45.0% |
| 5Y | +75.5% | +15.4% | +60.0% | +51.0% |
| 10Y | +302.0% | +129.4% | +172.5% | +192.7% |
| All | +614.9% | +741.3% | -126.4% | +361.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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