+14.8%
ITOT vs RACE
+10.6%
+4.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.7% | +0.8% |
| 7D | -0.7% | +9.9% | -10.6% | -2.2% |
| 30D | -1.1% | +12.8% | -13.9% | -3.1% |
| 3M | -0.8% | +7.4% | -8.2% | -2.1% |
| 6M | +7.0% | +27.6% | -20.6% | +2.5% |
| YTD | +13.3% | +18.4% | -5.0% | +9.1% |
| 1Y | +14.8% | +9.5% | +5.3% | +12.1% |
| All | +14.8% | +10.6% | +4.3% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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