+906.3%
SPY vs ITOT
+885.8%
+20.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | +0.1% |
| 7D | -0.4% | -0.4% | 0.0% | 0.0% |
| 30D | -1.4% | -1.6% | +0.2% | +0.2% |
| 3M | +3.7% | +3.5% | +0.2% | +0.2% |
| 6M | +13.0% | +13.1% | -0.1% | +0.1% |
| YTD | +12.4% | +12.7% | -0.3% | -0.1% |
| 1Y | +18.5% | +18.3% | +0.2% | +0.4% |
| 3Y | +77.6% | +76.4% | +1.2% | +1.6% |
| 5Y | +81.7% | +73.8% | +7.9% | +5.3% |
| 10Y | +319.7% | +301.2% | +18.4% | +6.1% |
| All | +906.3% | +885.8% | +20.5% | +4.5% |
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