+193.2%
ITOT vs REPL
-19.2%
+212.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +0.9% |
| 7D | -0.9% | -14.1% | +13.2% | -0.4% |
| 30D | -1.5% | -15.2% | +13.8% | -0.9% |
| 3M | +3.6% | +49.9% | -46.3% | +0.3% |
| 6M | +13.7% | +63.5% | -49.8% | +5.7% |
| YTD | +12.9% | +32.9% | -20.0% | +5.8% |
| 1Y | +17.2% | +115.0% | -97.8% | +4.6% |
| 3Y | +75.6% | -34.7% | +110.3% | +51.6% |
| 5Y | +75.5% | -59.7% | +135.1% | +53.9% |
| All | +193.2% | -19.2% | +212.4% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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