+886.6%
ITOT vs SUI
+1,019.7%
-133.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.2% |
| 7D | +3.3% | -3.8% | +7.1% | +4.7% |
| 30D | -2.5% | +3.9% | -6.4% | -4.1% |
| 3M | -2.3% | +0.2% | -2.5% | -2.8% |
| 6M | +3.0% | -4.2% | +7.2% | +3.8% |
| YTD | +11.9% | -2.5% | +14.5% | +11.8% |
| 1Y | +12.0% | -4.0% | +16.1% | +12.5% |
| 3Y | +77.8% | +16.5% | +61.3% | +62.4% |
| 5Y | +65.0% | -27.2% | +92.2% | +77.2% |
| 10Y | +290.1% | +119.6% | +170.5% | +168.0% |
| All | +886.6% | +1,019.7% | -133.1% | +206.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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