ITOT
ISHARES CORE S&P TOTAL U.S. STOCK MARKET ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
ITOT Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 21.37% | 30.17% | 6.64% | 11.43% | 12.47% | 14.57% | 9.52% | 10.68% |
| Sharpe Ratio | 1.69 | 2.07 | 0.55 | 0.63 | 0.95 | 0.74 | 0.77 | 0.52 |
| Max Drawdown | -8.90% | -8.90% | -18.29% | -25.36% | -18.29% | -35.00% | -18.29% | -55.20% |
| % Time Invested | 99.6% | 100.0% | 91.1% | 100.0% | 94.6% | 100.0% | 92.0% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 2.2 | 0.0 | 2.5 | 0.0 | 2.7 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-09-15 | Open | Open | 34% | $143.20 | $155.62 | 8.67% | Mark-to-Market |
| 2025-04-30 | Open | Open | 33% | $118.08 | $155.62 | 31.79% | Mark-to-Market |
| 2026-04-08 | Open | Interest | 33% | $1.00 | $1.00 | 0.27% | Mark-to-Market |
| 2025-07-11 | 2026-04-08 | Completed | 33% | $135.21 | $148.29 | 9.67% | Signal |
| 2025-06-26 | 2025-09-15 | Interest | 34% | $1.00 | $1.01 | 0.92% | Interest Income |
| 2025-05-06 | 2025-07-11 | Interest | 33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2025-04-30 | 2025-06-26 | Completed | 34% | $118.08 | $131.88 | 11.68% | Signal |
| 2025-05-01 | 2025-05-06 | Completed | 33% | $120.88 | $120.47 | -0.34% | Signal |
| 2025-03-27 | 2025-05-01 | Interest | 33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-12-15 | 2025-04-07 | Completed | 33% | $101.16 | $105.33 | 4.12% | Stop |
| 2023-04-17 | 2025-04-07 | Completed | 34% | $87.43 | $105.33 | 20.47% | Stop |
| 2024-01-03 | 2025-03-27 | Completed | 33% | $101.20 | $122.53 | 21.08% | Signal |
| 2023-11-06 | 2024-01-03 | Interest | 33% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2023-11-10 | 2023-12-15 | Interest | 33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2023-11-08 | 2023-11-10 | Completed | 33% | $92.96 | $92.37 | -0.64% | Signal |
| 2022-10-26 | 2023-11-08 | Interest | 33% | $1.00 | $1.04 | 4.02% | Interest Income |
| 2023-01-30 | 2023-11-06 | Completed | 33% | $85.98 | $92.67 | 7.78% | Signal |
| 2022-05-09 | 2023-04-17 | Interest | 34% | $1.00 | $1.03 | 3.20% | Interest Income |
| 2022-02-25 | 2023-01-30 | Interest | 33% | $1.00 | $1.03 | 2.92% | Interest Income |
| 2022-10-20 | 2022-10-26 | Completed | 33% | $77.94 | $80.76 | 3.62% | Signal |
| 2022-09-28 | 2022-10-20 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2022-06-01 | 2022-09-28 | Completed | 33% | $87.17 | $77.11 | -11.54% | Stop |
| 2022-05-09 | 2022-06-01 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-03-21 | 2022-05-09 | Completed | 34% | $94.20 | $85.12 | -9.64% | Signal |
| 2020-04-01 | 2022-05-09 | Completed | 33% | $50.60 | $85.12 | 68.21% | Stop |
| 2022-02-25 | 2022-03-21 | Interest | 34% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-09-11 | 2022-02-25 | Completed | 34% | $69.62 | $90.76 | 30.36% | Stop |
| 2020-06-25 | 2022-02-25 | Completed | 33% | $62.83 | $90.76 | 44.45% | Stop |
| 2020-08-13 | 2020-09-11 | Interest | 34% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-08-11 | 2020-08-13 | Completed | 34% | $70.05 | $70.01 | -0.05% | Signal |
| 2020-06-15 | 2020-08-11 | Interest | 34% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-04-08 | 2020-06-25 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2020-03-24 | 2020-06-15 | Completed | 34% | $47.80 | $61.37 | 28.38% | Signal |
| 2020-03-24 | 2020-04-08 | Completed | 33% | $47.80 | $54.55 | 14.11% | Signal |
| 2020-03-10 | 2020-04-01 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-02 | 2020-03-24 | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-03-02 | 2020-03-24 | Interest | 34% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-01-16 | 2020-03-10 | Completed | 33% | $53.27 | $58.32 | 9.49% | Stop |
| 2019-06-20 | 2020-03-02 | Completed | 34% | $60.56 | $61.45 | 1.48% | Stop |
| 2019-03-28 | 2020-03-02 | Completed | 33% | $57.46 | $61.45 | 6.96% | Stop |
| 2019-01-30 | 2019-06-20 | Interest | 34% | $1.00 | $1.01 | 0.96% | Interest Income |
| 2018-11-28 | 2019-03-28 | Interest | 33% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2019-01-11 | 2019-01-30 | Completed | 34% | $52.67 | $54.25 | 2.99% | Signal |
| 2018-12-21 | 2019-01-16 | Interest | 33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-12-18 | 2019-01-11 | Interest | 34% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2016-09-14 | 2018-12-21 | Completed | 33% | $41.66 | $50.10 | 20.27% | Stop |
| 2016-07-12 | 2018-12-18 | Completed | 34% | $41.72 | $51.96 | 24.57% | Stop |
| 2018-07-09 | 2018-11-28 | Completed | 33% | $56.58 | $54.69 | -3.34% | Signal |
| 2018-05-08 | 2018-07-09 | Interest | 33% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2016-05-04 | 2018-05-08 | Completed | 33% | $39.67 | $54.09 | 36.34% | Signal |
| 2016-06-09 | 2016-09-14 | Interest | 33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2015-10-14 | 2016-07-12 | Interest | 34% | $1.00 | $1.01 | 1.42% | Interest Income |
| 2015-09-17 | 2016-06-09 | Completed | 33% | $38.30 | $41.02 | 7.09% | Signal |
| 2016-01-21 | 2016-05-04 | Interest | 33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2015-12-22 | 2016-01-21 | Completed | 33% | $39.02 | $35.62 | -8.72% | Stop |
| 2015-08-24 | 2015-12-22 | Interest | 33% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2015-09-17 | 2015-10-14 | Completed | 34% | $38.30 | $38.49 | 0.51% | Signal |
| 2015-08-25 | 2015-09-17 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-08-25 | 2015-09-17 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2012-03-16 | 2015-08-25 | Completed | 34% | $24.89 | $36.73 | 47.59% | Stop |
| 2011-08-31 | 2015-08-25 | Completed | 33% | $21.41 | $36.73 | 71.60% | Stop |
| 2012-09-04 | 2015-08-24 | Completed | 33% | $25.08 | $35.01 | 39.60% | Signal |
| 2012-07-06 | 2012-09-04 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2012-01-04 | 2012-07-06 | Completed | 33% | $22.44 | $24.15 | 7.64% | Signal |
| 2011-12-09 | 2012-03-16 | Interest | 34% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2011-12-09 | 2012-01-04 | Interest | 33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2011-12-06 | 2011-12-09 | Completed | 33% | $22.17 | $21.91 | -1.17% | Signal |
| 2011-12-06 | 2011-12-09 | Completed | 34% | $22.17 | $21.91 | -1.17% | Signal |
| 2011-10-06 | 2011-12-06 | Interest | 34% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2011-07-29 | 2011-12-06 | Interest | 33% | $1.00 | $1.01 | 0.75% | Interest Income |
| 2011-08-30 | 2011-10-06 | Completed | 34% | $21.13 | $19.94 | -5.62% | Signal |
| 2011-08-09 | 2011-08-31 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-08-08 | 2011-08-30 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-06-01 | 2011-08-09 | Completed | 33% | $18.55 | $19.81 | 6.77% | Stop |
| 2010-12-08 | 2011-08-08 | Completed | 34% | $21.28 | $20.37 | -4.31% | Stop |
| 2010-10-14 | 2011-07-29 | Completed | 33% | $20.36 | $22.62 | 11.07% | Signal |
| 2010-10-04 | 2010-12-08 | Interest | 34% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2010-07-14 | 2010-10-14 | Interest | 33% | $1.00 | $1.01 | 0.69% | Interest Income |
| 2010-06-01 | 2010-10-04 | Completed | 34% | $18.55 | $19.73 | 6.35% | Signal |
| 2010-06-01 | 2010-07-14 | Completed | 33% | $18.55 | $18.73 | 0.94% | Signal |
| 2010-05-07 | 2010-06-01 | Interest | 33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest | 34% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest | 33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-04-05 | 2010-05-07 | Completed | 33% | $20.11 | $19.16 | -4.75% | Stop |
| 2009-08-20 | 2010-05-07 | Completed | 34% | $16.67 | $19.16 | 14.90% | Stop |
| 2009-06-01 | 2010-05-07 | Completed | 33% | $15.49 | $19.16 | 23.69% | Stop |
| 2010-03-11 | 2010-04-05 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2010-03-09 | 2010-03-11 | Completed | 33% | $19.34 | $19.44 | 0.52% | Signal |
| 2009-11-13 | 2010-03-09 | Interest | 33% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2009-11-11 | 2009-11-13 | Completed | 33% | $18.46 | $18.25 | -1.11% | Signal |
| 2008-07-07 | 2009-11-11 | Interest | 33% | $1.00 | $1.05 | 4.56% | Interest Income |
| 2008-01-04 | 2009-08-20 | Interest | 34% | $1.00 | $1.06 | 5.70% | Interest Income |
| 2008-07-29 | 2009-06-01 | Interest | 33% | $1.00 | $1.03 | 2.67% | Interest Income |
| 2008-06-13 | 2008-07-29 | Completed | 33% | $21.84 | $20.18 | -7.56% | Signal |
| 2008-02-13 | 2008-07-07 | Completed | 33% | $21.79 | $20.53 | -5.79% | Signal |
| 2007-12-21 | 2008-06-13 | Interest | 33% | $1.00 | $1.02 | 1.76% | Interest Income |
| 2008-01-22 | 2008-02-13 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2006-01-18 | 2008-01-22 | Completed | 33% | $19.81 | $20.14 | 1.67% | Stop |
| 2006-12-18 | 2008-01-04 | Completed | 34% | $22.41 | $22.81 | 1.78% | Signal |
| 2007-12-11 | 2007-12-21 | Completed | 33% | $24.20 | $23.60 | -2.49% | Signal |
| 2007-09-17 | 2007-12-11 | Interest | 33% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2006-10-06 | 2007-09-17 | Completed | 33% | $21.05 | $23.42 | 11.26% | Signal |
| 2006-11-24 | 2006-12-18 | Interest | 34% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2006-11-21 | 2006-11-24 | Completed | 34% | $21.96 | $21.96 | -0.01% | Signal |
| 2006-10-03 | 2006-11-21 | Interest | 34% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2006-06-26 | 2006-10-06 | Interest | 33% | $1.00 | $1.01 | 1.38% | Interest Income |
| 2006-01-18 | 2006-10-03 | Completed | 34% | $19.81 | $20.73 | 4.68% | Signal |
| 2006-01-18 | 2006-06-26 | Completed | 33% | $19.81 | $19.47 | -1.69% | Signal |
| 2006-01-13 | 2006-01-18 | Interest | 33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2006-01-13 | 2006-01-18 | Interest | 34% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2006-01-13 | 2006-01-18 | Interest | 33% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
