+899.0%
ITOT vs RBA
+1,388.9%
-489.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | 0.0% |
| 7D | +0.7% | -1.1% | +1.7% | +0.9% |
| 30D | -1.1% | -13.2% | +12.1% | +2.6% |
| 3M | +3.9% | -21.4% | +25.2% | +10.1% |
| 6M | +14.7% | -20.9% | +35.6% | +21.2% |
| YTD | +13.3% | -19.9% | +33.2% | +18.8% |
| 1Y | +19.1% | -28.7% | +47.8% | +28.7% |
| 3Y | +77.3% | +27.4% | +49.9% | +61.1% |
| 5Y | +74.1% | +41.7% | +32.3% | +49.6% |
| 10Y | +293.1% | +189.6% | +103.5% | +165.2% |
| All | +899.0% | +1,388.9% | -489.9% | +344.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling