+893.6%
ITOT vs RRC
+537.1%
+356.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | -0.4% | -1.7% | +1.4% | -0.1% |
| 30D | -1.6% | +3.6% | -5.2% | -2.2% |
| 3M | +3.5% | +8.8% | -5.3% | +1.9% |
| 6M | +13.1% | +0.8% | +12.3% | +12.4% |
| YTD | +12.7% | +19.0% | -6.2% | +8.8% |
| 1Y | +18.3% | +22.9% | -4.6% | +13.3% |
| 3Y | +76.4% | +32.3% | +44.1% | +64.5% |
| 5Y | +73.8% | +151.6% | -77.8% | +39.6% |
| 10Y | +301.2% | +5.5% | +295.7% | +228.7% |
| All | +893.6% | +537.1% | +356.5% | +429.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling