+409.8%
ITOT vs USFR
+27.6%
+382.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -2.0% | +0.3% | -2.3% | -2.1% |
| 3M | +4.5% | +1.0% | +3.6% | +4.2% |
| 6M | +12.6% | +1.9% | +10.7% | +11.8% |
| YTD | +12.0% | +2.7% | +9.3% | +10.9% |
| 1Y | +17.3% | +4.0% | +13.3% | +15.5% |
| 3Y | +75.2% | +14.1% | +61.2% | +66.8% |
| 5Y | +74.0% | +20.5% | +53.5% | +62.1% |
| 10Y | +298.6% | +28.0% | +270.6% | +263.8% |
| All | +409.8% | +27.6% | +382.2% | +361.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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