+75.6%
ITOT vs IAG
+804.5%
-728.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | -0.9% | -1.1% | +0.2% | -0.8% |
| 30D | -1.5% | +12.1% | -13.6% | -2.4% |
| 3M | +3.6% | +25.5% | -22.0% | +1.4% |
| 6M | +13.7% | -7.1% | +20.8% | +13.3% |
| YTD | +12.9% | +22.9% | -9.9% | +10.0% |
| 1Y | +17.2% | +83.3% | -66.2% | +10.6% |
| 3Y | +75.6% | +808.5% | -732.9% | +46.8% |
| All | +75.6% | +804.5% | -728.8% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 3y: compounded portfolio wealth divided by compounded IAG 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…
3y analysis · Full analysis span regression · 6 months rolling