+75.1%
ITOT vs SM
+108.4%
-33.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.9% | +4.6% | -5.5% | -1.5% |
| 30D | -1.5% | +18.2% | -19.7% | -3.6% |
| 3M | +3.6% | +22.5% | -19.0% | +0.5% |
| 6M | +13.7% | +50.6% | -36.9% | +6.1% |
| YTD | +12.9% | +108.1% | -95.2% | -0.1% |
| 1Y | +17.2% | +46.0% | -28.8% | +9.1% |
| 3Y | +75.6% | +2.9% | +72.8% | +66.5% |
| All | +75.1% | +108.4% | -33.3% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 5y: compounded portfolio wealth divided by compounded SM 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…
5y analysis · Full analysis span regression · 6 months rolling