+697.1%
ITOT vs URA
-29.0%
+726.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -1.4% |
| 7D | +0.7% | +8.1% | -7.4% | -1.4% |
| 30D | -1.1% | +5.8% | -6.9% | -2.7% |
| 3M | +3.9% | +3.4% | +0.4% | +2.4% |
| 6M | +14.7% | -2.6% | +17.4% | +13.9% |
| YTD | +13.3% | +11.2% | +2.2% | +7.5% |
| 1Y | +19.1% | +19.8% | -0.7% | +9.3% |
| 3Y | +77.3% | +121.5% | -44.1% | +32.2% |
| 5Y | +74.1% | +134.5% | -60.4% | +21.9% |
| 10Y | +293.1% | +376.7% | -83.5% | +106.9% |
| All | +697.1% | -29.0% | +726.0% | +538.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling