+632.8%
LYB vs ITOT
+723.9%
-91.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -2.0% |
| 7D | +0.3% | -0.9% | +1.2% | +1.3% |
| 30D | +2.5% | -1.5% | +3.9% | +4.1% |
| 3M | +1.4% | +3.6% | -2.2% | -3.8% |
| 6M | -3.5% | +13.7% | -17.2% | -20.1% |
| YTD | +52.0% | +12.9% | +39.1% | +26.8% |
| 1Y | +22.1% | +17.2% | +4.9% | -2.9% |
| 3Y | -22.8% | +75.6% | -98.4% | -63.9% |
| 5Y | -3.4% | +75.5% | -78.8% | -56.3% |
| 10Y | +47.4% | +302.0% | -254.6% | -78.6% |
| All | +632.8% | +723.9% | -91.0% | -58.4% |
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