+66.2%
NDAQ vs ITOT
+63.9%
+2.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +1.3% | +2.5% | -1.2% | -0.8% |
| 30D | +18.0% | -1.7% | +19.7% | +19.4% |
| 3M | +11.5% | -3.4% | +14.9% | +14.4% |
| 6M | +21.1% | +2.1% | +19.0% | +18.5% |
| YTD | +12.8% | +11.5% | +1.3% | +2.5% |
| 1Y | +25.7% | +13.6% | +12.1% | +12.4% |
| 3Y | +116.8% | +77.2% | +39.6% | +32.5% |
| All | +66.2% | +63.9% | +2.3% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling