+296.8%
ITOT vs RRC
+4.9%
+291.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -0.9% | -1.8% | +0.9% | -0.7% |
| 30D | -1.5% | +2.7% | -4.1% | -1.8% |
| 3M | +3.6% | +8.8% | -5.3% | +2.4% |
| 6M | +13.7% | -1.2% | +14.9% | +13.5% |
| YTD | +12.9% | +17.6% | -4.6% | +10.3% |
| 1Y | +17.2% | +18.4% | -1.2% | +14.1% |
| 3Y | +75.6% | +33.1% | +42.5% | +67.3% |
| 5Y | +75.5% | +148.2% | -72.7% | +53.0% |
| All | +296.8% | +4.9% | +291.9% | +222.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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