+0.1%
NOK vs ITOT
+885.8%
-885.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.6% |
| 7D | +9.3% | -0.4% | +9.7% | +9.7% |
| 30D | +17.9% | -1.6% | +19.4% | +19.9% |
| 3M | -22.3% | +3.5% | -25.9% | -24.7% |
| 6M | +36.4% | +13.1% | +23.3% | +20.8% |
| YTD | +66.3% | +12.7% | +53.6% | +48.0% |
| 1Y | +134.4% | +18.3% | +116.1% | +97.9% |
| 3Y | +186.6% | +76.4% | +110.2% | +52.9% |
| 5Y | +102.7% | +73.8% | +28.9% | +9.7% |
| 10Y | +129.8% | +301.2% | -171.4% | -55.0% |
| All | +0.1% | +885.8% | -885.7% | -93.2% |
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