+293.5%
ITOT vs RACE
+832.2%
-538.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.2% |
| 7D | -2.0% | -2.2% | +0.2% | -1.3% |
| 30D | -2.0% | -0.4% | -1.6% | -1.9% |
| 3M | +4.5% | +17.9% | -13.4% | -2.0% |
| 6M | +12.6% | +19.3% | -6.6% | +4.6% |
| YTD | +12.0% | +11.9% | +0.1% | +5.9% |
| 1Y | +17.3% | -12.7% | +30.0% | +20.7% |
| 3Y | +75.2% | +41.1% | +34.2% | +42.6% |
| 5Y | +74.0% | +94.1% | -20.0% | +21.2% |
| All | +293.5% | +832.2% | -538.8% | +71.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling