+1,051.2%
NI vs ITOT
+879.4%
+171.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | -0.6% | -2.0% | +1.5% | +0.8% |
| 30D | -1.4% | -2.0% | +0.5% | -0.1% |
| 3M | -10.6% | +4.5% | -15.1% | -13.5% |
| 6M | -9.9% | +12.6% | -22.5% | -17.5% |
| YTD | +1.2% | +12.0% | -10.8% | -7.1% |
| 1Y | +4.4% | +17.3% | -12.8% | -7.3% |
| 3Y | +68.6% | +75.2% | -6.6% | +10.3% |
| 5Y | +98.0% | +74.0% | +24.0% | +27.4% |
| 10Y | +143.6% | +298.6% | -155.0% | -18.9% |
| All | +1,051.2% | +879.4% | +171.7% | +84.2% |
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