-1.6%
XLY vs ITOT
+9.8%
-11.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.4% | +0.5% | +1.0% |
| 7D | +1.2% | -4.8% | +6.0% | +6.8% |
| 30D | +5.3% | -5.9% | +11.2% | +12.5% |
| 3M | -0.6% | -4.9% | +4.3% | +5.0% |
| 6M | +0.1% | +1.4% | -1.4% | -2.0% |
| YTD | -0.9% | +8.4% | -9.2% | -10.1% |
| 1Y | -1.6% | +9.3% | -10.9% | -11.8% |
| All | -1.6% | +9.8% | -11.4% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling