+338.4%
ITOT vs QSR
+205.8%
+132.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -0.9% | -4.0% | +3.1% | +0.4% |
| 30D | -1.5% | +2.8% | -4.2% | -2.4% |
| 3M | +3.6% | +5.1% | -1.5% | +1.5% |
| 6M | +13.7% | +8.8% | +4.9% | +9.8% |
| YTD | +12.9% | +14.8% | -1.9% | +6.8% |
| 1Y | +17.2% | +25.7% | -8.5% | +7.1% |
| 3Y | +75.6% | +27.5% | +48.1% | +57.3% |
| 5Y | +75.5% | +41.3% | +34.2% | +50.2% |
| 10Y | +302.0% | +133.8% | +168.1% | +180.5% |
| All | +338.4% | +205.8% | +132.7% | +185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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