+3,335.3%
NDAQ vs ITOT
+891.2%
+2,444.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.3% |
| 7D | -2.6% | +0.7% | -3.2% | -3.3% |
| 30D | +0.5% | -1.1% | +1.6% | +1.8% |
| 3M | +9.9% | +3.9% | +6.0% | +4.9% |
| 6M | +8.2% | +14.7% | -6.5% | -8.4% |
| YTD | -1.5% | +13.3% | -14.8% | -15.3% |
| 1Y | +1.3% | +19.1% | -17.8% | -18.0% |
| 3Y | +92.6% | +77.3% | +15.2% | -3.8% |
| 5Y | +53.8% | +74.1% | -20.2% | -23.1% |
| 10Y | +376.0% | +293.1% | +82.8% | -20.0% |
| All | +3,335.3% | +891.2% | +2,444.1% | +95.2% |
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