+315.8%
ITOT vs TRU
+228.8%
+87.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.5% |
| 7D | -0.9% | -2.7% | +1.8% | 0.0% |
| 30D | -1.5% | -2.0% | +0.6% | -1.0% |
| 3M | +3.6% | +18.4% | -14.9% | -3.0% |
| 6M | +13.7% | +8.9% | +4.8% | +8.8% |
| YTD | +12.9% | -8.9% | +21.9% | +13.8% |
| 1Y | +17.2% | -15.9% | +33.1% | +20.7% |
| 3Y | +75.6% | -1.1% | +76.7% | +62.0% |
| 5Y | +75.5% | -35.2% | +110.7% | +86.7% |
| 10Y | +302.0% | +145.3% | +156.7% | +171.0% |
| All | +315.8% | +228.8% | +87.0% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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