+296.8%
ITOT vs RBA
+206.5%
+90.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | -0.2% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -1.5% | -2.9% | +1.5% | -0.8% |
| 3M | +3.6% | -20.9% | +24.5% | +9.5% |
| 6M | +13.7% | -17.7% | +31.4% | +18.7% |
| YTD | +12.9% | -18.2% | +31.1% | +17.6% |
| 1Y | +17.2% | -29.1% | +46.3% | +26.9% |
| 3Y | +75.6% | +29.5% | +46.1% | +58.3% |
| 5Y | +75.5% | +40.2% | +35.2% | +50.5% |
| All | +296.8% | +206.5% | +90.3% | +153.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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