+9.3%
ITOT vs MKTX
+5.2%
+4.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.3% | -4.4% |
| 7D | -4.8% | +0.4% | -5.1% | -4.8% |
| 30D | -5.9% | +0.9% | -6.8% | -5.9% |
| 3M | -4.9% | +2.4% | -7.3% | -5.0% |
| 6M | +1.4% | +10.6% | -9.1% | +0.3% |
| YTD | +8.4% | -7.3% | +15.7% | +7.1% |
| 1Y | +9.3% | +4.8% | +4.5% | +7.7% |
| All | +9.3% | +5.2% | +4.1% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling