+1,978.3%
NOW vs ITOT
+588.0%
+1,390.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.1% |
| 7D | +0.3% | +2.5% | -2.2% | -3.0% |
| 30D | -27.0% | -1.7% | -25.3% | -25.1% |
| 3M | -19.6% | -3.4% | -16.3% | -15.8% |
| 6M | +17.5% | +2.1% | +15.4% | +14.0% |
| YTD | -33.3% | +11.5% | -44.7% | -42.9% |
| 1Y | -39.8% | +13.6% | -53.5% | -49.9% |
| 3Y | -19.9% | +77.2% | -97.1% | -63.6% |
| 5Y | -26.1% | +64.4% | -90.4% | -61.0% |
| 10Y | +518.7% | +288.6% | +230.1% | +0.8% |
| All | +1,978.3% | +588.0% | +1,390.3% | +73.2% |
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