+893.6%
ITOT vs RVTY
+658.1%
+235.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.4% |
| 7D | -0.4% | -5.4% | +5.1% | +1.6% |
| 30D | -1.6% | +6.7% | -8.3% | -4.0% |
| 3M | +3.5% | +19.0% | -15.5% | -3.4% |
| 6M | +13.1% | +34.6% | -21.5% | 0.0% |
| YTD | +12.7% | +28.3% | -15.5% | +0.8% |
| 1Y | +18.3% | +46.0% | -27.7% | +0.2% |
| 3Y | +76.4% | +16.9% | +59.5% | +55.7% |
| 5Y | +73.8% | -32.9% | +106.7% | +85.8% |
| 10Y | +301.2% | +141.6% | +159.6% | +149.2% |
| All | +893.6% | +658.1% | +235.5% | +281.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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