+857.3%
XLI vs ITOT
+887.7%
-30.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.2% |
| 7D | -1.7% | -0.9% | -0.7% | -0.8% |
| 30D | -7.3% | -1.5% | -5.8% | -5.9% |
| 3M | -1.3% | +3.6% | -4.9% | -4.8% |
| 6M | +2.2% | +13.7% | -11.5% | -10.0% |
| YTD | +11.7% | +12.9% | -1.2% | -1.0% |
| 1Y | +14.3% | +17.2% | -2.9% | -2.5% |
| 3Y | +70.3% | +75.6% | -5.3% | -3.4% |
| 5Y | +82.3% | +75.5% | +6.8% | +2.1% |
| 10Y | +258.4% | +302.0% | -43.5% | -13.2% |
| All | +857.3% | +887.7% | -30.4% | -6.9% |
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