+895.5%
ITOT vs SNY
+180.0%
+715.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.9% | -3.3% | +2.4% | +0.4% |
| 30D | -1.5% | -2.2% | +0.7% | -0.7% |
| 3M | +3.6% | -3.0% | +6.6% | +4.4% |
| 6M | +13.7% | +2.7% | +11.0% | +11.8% |
| YTD | +12.9% | -6.8% | +19.8% | +15.1% |
| 1Y | +17.2% | -5.3% | +22.4% | +18.2% |
| 3Y | +75.6% | -9.8% | +85.4% | +74.1% |
| 5Y | +75.5% | +9.7% | +65.8% | +56.4% |
| 10Y | +302.0% | +64.5% | +237.5% | +192.1% |
| All | +895.5% | +180.0% | +715.5% | +418.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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