+857.3%
ITOT vs MKTX
+1,442.6%
-585.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -1.5% | +0.7% | -2.2% | -1.6% |
| 3M | +3.6% | +40.8% | -37.2% | -4.4% |
| 6M | +13.7% | -8.0% | +21.7% | +14.3% |
| YTD | +12.9% | -8.7% | +21.7% | +13.5% |
| 1Y | +17.2% | -11.8% | +29.0% | +18.4% |
| 3Y | +75.6% | -24.0% | +99.7% | +78.3% |
| 5Y | +75.5% | -60.3% | +135.8% | +101.0% |
| 10Y | +302.0% | +5.0% | +297.0% | +259.9% |
| All | +857.3% | +1,442.6% | -585.3% | +306.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling