Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • LIN vs ITOT✓SelectedUSD · ITOTLIN vs ITOT performance historyLatest closeAs of-0.96%09/04
Stock and ETF performance explorer

LIN vs ITOT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,929.3%
ITOT return
+896.7%
Excess return
+1,032.6%
Maximum drawdown
-51.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioITOTExcessAlpha
1D-1.0%-0.3%-0.6%-0.7%
7D-2.1%+0.1%-2.2%-2.2%
30D-2.4%0.0%-2.4%-2.5%
3M-5.6%+2.0%-7.5%-7.7%
6M-3.4%+13.0%-16.4%-14.8%
YTD+13.1%+14.0%-0.9%-1.2%
1Y+2.5%+19.9%-17.4%-15.1%
3Y+27.6%+75.8%-48.2%-28.9%
5Y+63.0%+73.8%-10.8%-9.0%
10Y+359.3%+295.9%+63.4%+10.1%
All+1,929.3%+896.7%+1,032.6%+67.2%

Cumulative growth

Daily Returns

Daily percentage return beside ITOT.

Daily Out/Under-Performance

Portfolio return minus ITOT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ITOT 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 ITOT 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