+895.5%
ITOT vs NTRS
+537.4%
+358.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.4% |
| 7D | -0.9% | +1.4% | -2.3% | -1.5% |
| 30D | -1.5% | -0.7% | -0.8% | -1.2% |
| 3M | +3.6% | +11.3% | -7.8% | -1.2% |
| 6M | +13.7% | +35.5% | -21.8% | -0.5% |
| YTD | +12.9% | +40.6% | -27.7% | -3.0% |
| 1Y | +17.2% | +49.2% | -32.0% | -2.1% |
| 3Y | +75.6% | +167.2% | -91.6% | +12.4% |
| 5Y | +75.5% | +94.9% | -19.5% | +24.8% |
| 10Y | +302.0% | +259.5% | +42.5% | +107.9% |
| All | +895.5% | +537.4% | +358.1% | +244.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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