+192.6%
ITOT vs REPL
-9.7%
+202.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.5% |
| 7D | -0.4% | -9.6% | +9.2% | 0.0% |
| 30D | -1.6% | +5.7% | -7.3% | -1.8% |
| 3M | +3.5% | +56.4% | -52.8% | +0.2% |
| 6M | +13.1% | +67.4% | -54.3% | +5.2% |
| YTD | +12.7% | +48.7% | -35.9% | +5.2% |
| 1Y | +18.3% | +148.3% | -130.0% | +5.0% |
| 3Y | +76.4% | -26.7% | +103.1% | +51.6% |
| 5Y | +73.8% | -54.1% | +127.9% | +51.5% |
| All | +192.6% | -9.7% | +202.3% | +109.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling