-77.1%
RIG vs ITOT
+885.8%
-962.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.1% |
| 7D | -8.2% | -0.4% | -7.8% | -7.8% |
| 30D | -0.2% | -1.6% | +1.4% | +2.0% |
| 3M | -2.7% | +3.5% | -6.3% | -8.3% |
| 6M | -7.5% | +13.1% | -20.6% | -23.9% |
| YTD | +38.3% | +12.7% | +25.5% | +14.6% |
| 1Y | +81.8% | +18.3% | +63.5% | +41.1% |
| 3Y | -30.2% | +76.4% | -106.6% | -68.9% |
| 5Y | +59.9% | +73.8% | -13.8% | -26.3% |
| 10Y | -41.9% | +301.2% | -343.1% | -89.6% |
| All | -77.1% | +885.8% | -962.9% | -98.6% |
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