+293.9%
ITOT vs NTNX
+148.8%
+145.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.7% |
| 7D | -0.9% | -3.1% | +2.2% | -0.4% |
| 30D | -1.5% | +2.0% | -3.4% | -1.8% |
| 3M | +3.6% | +34.0% | -30.4% | -1.0% |
| 6M | +13.7% | +72.4% | -58.7% | +4.2% |
| YTD | +12.9% | +27.5% | -14.6% | +7.8% |
| 1Y | +17.2% | -18.7% | +35.9% | +19.2% |
| 3Y | +75.6% | +80.8% | -5.1% | +55.0% |
| 5Y | +75.5% | +54.5% | +21.0% | +52.7% |
| All | +293.9% | +148.8% | +145.2% | +201.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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