-8.4%
QXO vs ITOT
+584.4%
-592.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.3% |
| 7D | -7.8% | -0.9% | -6.9% | -7.3% |
| 30D | -18.1% | -1.5% | -16.6% | -17.3% |
| 3M | -25.8% | +3.6% | -29.3% | -26.9% |
| 6M | -41.7% | +13.7% | -55.4% | -45.1% |
| YTD | -36.2% | +12.9% | -49.1% | -39.5% |
| 1Y | -42.1% | +17.2% | -59.3% | -45.9% |
| 3Y | -46.2% | +75.6% | -121.8% | -57.8% |
| 5Y | -70.7% | +75.5% | -146.2% | -77.2% |
| 10Y | +36.5% | +302.0% | -265.4% | -9.5% |
| All | -8.4% | +584.4% | -592.8% | -52.5% |
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