+887.2%
ITOT vs IAG
+232.2%
+655.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.5% |
| 7D | -2.0% | -4.1% | +2.0% | -1.8% |
| 30D | -2.0% | +10.6% | -12.6% | -2.7% |
| 3M | +4.5% | +35.4% | -30.8% | +2.1% |
| 6M | +12.6% | -9.5% | +22.2% | +12.7% |
| YTD | +12.0% | +21.8% | -9.8% | +9.4% |
| 1Y | +17.3% | +84.1% | -66.9% | +11.0% |
| 3Y | +75.2% | +817.4% | -742.1% | +45.9% |
| 5Y | +74.0% | +830.1% | -756.1% | +41.0% |
| 10Y | +298.6% | +413.8% | -115.2% | +218.7% |
| All | +887.2% | +232.2% | +655.0% | +569.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling