+2,400.5%
RMD vs ITOT
+891.2%
+1,509.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.7% |
| 7D | -4.5% | +0.7% | -5.1% | -5.0% |
| 30D | +4.6% | -1.1% | +5.7% | +5.6% |
| 3M | +14.8% | +3.9% | +10.9% | +11.0% |
| 6M | -12.1% | +14.7% | -26.8% | -21.8% |
| YTD | -7.5% | +13.3% | -20.8% | -16.9% |
| 1Y | -20.1% | +19.1% | -39.2% | -31.3% |
| 3Y | +53.9% | +77.3% | -23.5% | -5.7% |
| 5Y | -22.2% | +74.1% | -96.3% | -51.8% |
| 10Y | +268.2% | +293.1% | -24.9% | +17.1% |
| All | +2,400.5% | +891.2% | +1,509.3% | +256.9% |
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