+436.2%
ITOT vs RNG
+301.7%
+134.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.9% | -6.1% | +5.2% | 0.0% |
| 30D | -1.5% | +9.6% | -11.1% | -2.9% |
| 3M | +3.6% | +83.3% | -79.8% | -6.0% |
| 6M | +13.7% | +77.9% | -64.2% | +2.7% |
| YTD | +12.9% | +139.9% | -127.0% | -3.9% |
| 1Y | +17.2% | +121.7% | -104.5% | +0.6% |
| 3Y | +75.6% | +121.9% | -46.2% | +46.0% |
| 5Y | +75.5% | -68.4% | +143.8% | +82.8% |
| 10Y | +302.0% | +220.0% | +81.9% | +185.4% |
| All | +436.2% | +301.7% | +134.5% | +268.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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