+296.8%
ITOT vs URA
+346.2%
-49.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.7% |
| 7D | -0.9% | -5.5% | +4.6% | +0.4% |
| 30D | -1.5% | -3.7% | +2.2% | -0.8% |
| 3M | +3.6% | -2.9% | +6.5% | +3.8% |
| 6M | +13.7% | -15.2% | +28.9% | +16.9% |
| YTD | +12.9% | +1.9% | +11.1% | +9.6% |
| 1Y | +17.2% | +6.9% | +10.2% | +10.8% |
| 3Y | +75.6% | +99.6% | -24.0% | +34.3% |
| 5Y | +75.5% | +101.2% | -25.7% | +27.9% |
| All | +296.8% | +346.2% | -49.4% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling