+75.1%
ITOT vs IBN
+58.3%
+16.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.0% | +0.2% |
| 7D | -0.9% | -3.0% | +2.1% | +0.1% |
| 30D | -1.5% | -1.5% | +0.1% | -1.0% |
| 3M | +3.6% | +7.9% | -4.4% | +0.7% |
| 6M | +13.7% | +8.6% | +5.1% | +10.0% |
| YTD | +12.9% | -0.6% | +13.5% | +12.5% |
| 1Y | +17.2% | -7.3% | +24.5% | +19.4% |
| 3Y | +75.6% | +26.2% | +49.4% | +55.4% |
| All | +75.1% | +58.3% | +16.8% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 5y: compounded portfolio wealth divided by compounded IBN 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…
5y analysis · Full analysis span regression · 6 months rolling